-74.3%
GRAB vs FTI
+1,106.9%
-1,181.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -10.8% | -4.4% | -6.4% | -10.3% |
| 30D | -15.5% | +1.5% | -17.0% | -15.7% |
| 3M | -9.0% | +8.2% | -17.2% | -10.1% |
| 6M | -21.6% | +18.8% | -40.4% | -23.7% |
| YTD | -38.9% | +71.7% | -110.6% | -43.5% |
| 1Y | -44.8% | +90.0% | -134.9% | -49.7% |
| 3Y | -18.4% | +270.5% | -288.9% | -31.6% |
| 5Y | -71.6% | +1,084.5% | -1,156.2% | -77.5% |
| All | -74.3% | +1,106.9% | -1,181.2% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling