-32.3%
GRAB vs FICO
-39.1%
+6.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +1.4% |
| 7D | -5.3% | -19.2% | +13.9% | -3.7% |
| 30D | -8.6% | -14.6% | +6.0% | -7.6% |
| 3M | -1.2% | -20.1% | +18.9% | -0.1% |
| 6M | -16.6% | -36.3% | +19.7% | -13.2% |
| YTD | -31.5% | -44.9% | +13.4% | -28.1% |
| 1Y | -32.3% | -38.6% | +6.3% | -29.8% |
| All | -32.3% | -39.1% | +6.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling