-72.7%
GRAB vs FFIV
+135.7%
-208.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | -6.1% | -1.5% | -4.5% | -5.5% |
| 30D | -11.2% | -2.7% | -8.6% | -10.5% |
| 3M | -2.4% | -1.7% | -0.7% | -2.3% |
| 6M | -18.3% | +36.1% | -54.5% | -29.2% |
| YTD | -34.9% | +52.6% | -87.5% | -46.9% |
| 1Y | -37.4% | +21.5% | -58.9% | -43.7% |
| 3Y | -12.6% | +142.7% | -155.3% | -44.6% |
| 5Y | -69.7% | +92.6% | -162.3% | -79.3% |
| All | -72.7% | +135.7% | -208.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling