-71.1%
GRAB vs FICO
+50.9%
-121.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | +20.3% | -0.1% | +20.3% | +20.2% |
| 30D | +7.8% | +8.4% | -0.6% | +5.8% |
| 3M | -6.0% | -30.5% | +24.5% | -0.9% |
| 6M | -7.5% | -35.7% | +28.2% | -2.0% |
| YTD | -31.1% | -57.2% | +26.1% | -19.9% |
| 1Y | -38.1% | -58.4% | +20.3% | -27.6% |
| 3Y | +4.6% | -24.8% | +29.4% | -2.1% |
| 5Y | -77.9% | +79.3% | -157.2% | -84.6% |
| All | -71.1% | +50.9% | -121.9% | -78.2% |
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