-41.9%
GRAB vs FTI
+57.1%
-99.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.0% | +7.3% |
| 7D | +22.2% | -9.7% | +31.8% | +21.2% |
| 30D | +6.0% | -8.2% | +14.2% | +5.4% |
| 3M | -9.7% | -7.8% | -1.9% | -9.9% |
| 6M | -7.2% | -13.4% | +6.2% | -7.0% |
| YTD | -32.7% | +45.1% | -77.7% | -40.9% |
| 1Y | -41.9% | +54.6% | -96.5% | -51.8% |
| All | -41.9% | +57.1% | -99.0% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling