-71.3%
GRAB vs FICO
+46.9%
-118.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +25.8% | -0.9% | +26.8% | +26.0% |
| 30D | +10.7% | +3.3% | +7.4% | +9.6% |
| 3M | -7.1% | -31.7% | +24.6% | -1.7% |
| 6M | -9.5% | -34.0% | +24.4% | -4.9% |
| YTD | -31.7% | -58.3% | +26.7% | -20.2% |
| 1Y | -39.4% | -57.9% | +18.5% | -29.6% |
| 3Y | +8.6% | -24.1% | +32.7% | +1.1% |
| 5Y | -71.4% | +85.3% | -156.7% | -80.5% |
| All | -71.3% | +46.9% | -118.2% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling