-74.4%
GRAB vs FTI
+1,130.1%
-1,204.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.0% | -6.4% |
| 7D | -13.9% | -2.3% | -11.5% | -13.6% |
| 30D | -17.2% | +5.0% | -22.2% | -17.7% |
| 3M | -7.9% | +13.8% | -21.7% | -9.6% |
| 6M | -23.2% | +22.9% | -46.1% | -25.6% |
| YTD | -39.1% | +75.0% | -114.1% | -43.8% |
| 1Y | -42.5% | +96.9% | -139.4% | -47.9% |
| 3Y | -18.3% | +276.7% | -295.0% | -31.6% |
| 5Y | -71.7% | +1,157.0% | -1,228.7% | -77.6% |
| All | -74.4% | +1,130.1% | -1,204.5% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling