-45.0%
GRAB vs FIGR
+5.9%
-50.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -13.9% | +14.9% | -28.7% | -15.0% |
| 30D | -17.2% | +32.3% | -49.4% | -19.7% |
| 3M | -7.9% | +34.8% | -42.7% | -11.2% |
| 6M | -23.2% | +16.8% | -40.0% | -25.6% |
| YTD | -39.1% | -6.7% | -32.4% | -42.8% |
| All | -45.0% | +5.9% | -50.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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