-71.2%
GRAB vs FTI
+1,066.8%
-1,138.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -10.8% | -4.4% | -6.4% | -10.1% |
| 30D | -15.5% | +1.5% | -17.0% | -15.8% |
| 3M | -9.0% | +8.2% | -17.2% | -10.6% |
| 6M | -21.6% | +18.8% | -40.4% | -24.6% |
| YTD | -38.9% | +71.7% | -110.6% | -45.4% |
| 1Y | -44.8% | +90.0% | -134.9% | -51.8% |
| 3Y | -18.4% | +270.5% | -288.9% | -37.6% |
| All | -71.2% | +1,066.8% | -1,138.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling