-74.7%
GRAB vs FIVN
-80.6%
+5.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -12.0% | -11.3% | -0.7% | -8.3% |
| 30D | -19.5% | -7.3% | -12.2% | -17.7% |
| 3M | -8.0% | +41.7% | -49.6% | -20.1% |
| 6M | -22.2% | +78.3% | -100.5% | -40.3% |
| YTD | -39.7% | +50.9% | -90.6% | -51.4% |
| 1Y | -43.2% | +19.7% | -62.9% | -50.2% |
| 3Y | -19.1% | -55.7% | +36.7% | -1.1% |
| 5Y | -72.0% | -82.6% | +10.6% | -48.5% |
| All | -74.7% | -80.6% | +5.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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