-18.7%
GRAB vs FFIV
+151.3%
-170.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.9% | -10.3% | -7.5% |
| 7D | -13.9% | +3.5% | -17.3% | -14.8% |
| 30D | -17.2% | -1.3% | -15.9% | -17.1% |
| 3M | -7.9% | +2.4% | -10.3% | -8.9% |
| 6M | -23.2% | +41.8% | -65.0% | -31.3% |
| YTD | -39.1% | +58.5% | -97.6% | -47.8% |
| 1Y | -42.5% | +24.3% | -66.9% | -46.3% |
| All | -18.7% | +151.3% | -170.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling