-71.2%
GRAB vs FICO
+94.3%
-165.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +3.7% |
| 7D | -5.3% | -19.2% | +13.9% | -1.1% |
| 30D | -8.6% | -14.6% | +6.0% | -5.9% |
| 3M | -1.2% | -20.1% | +18.9% | +2.2% |
| 6M | -16.6% | -36.3% | +19.7% | -9.5% |
| YTD | -31.5% | -44.9% | +13.4% | -23.1% |
| 1Y | -32.3% | -38.6% | +6.3% | -27.1% |
| 3Y | -10.7% | +4.0% | -14.7% | -21.3% |
| 5Y | -67.9% | +99.5% | -167.4% | -76.7% |
| All | -71.2% | +94.3% | -165.6% | -79.1% |
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