-71.2%
GRAB vs FFIV
+101.9%
-173.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | 0.0% |
| 7D | -10.8% | +5.4% | -16.3% | -12.9% |
| 30D | -15.5% | -2.7% | -12.9% | -14.9% |
| 3M | -9.0% | +4.5% | -13.5% | -11.3% |
| 6M | -21.6% | +42.2% | -63.8% | -33.6% |
| YTD | -38.9% | +61.3% | -100.2% | -51.6% |
| 1Y | -44.8% | +23.0% | -67.9% | -50.6% |
| 3Y | -18.4% | +156.3% | -174.7% | -50.7% |
| All | -71.2% | +101.9% | -173.1% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling