-41.9%
GRAB vs FTV
+37.8%
-79.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.4% | +7.0% |
| 7D | +22.2% | +6.6% | +15.6% | +20.2% |
| 30D | +6.0% | +19.1% | -13.1% | +1.4% |
| 3M | -9.7% | +13.1% | -22.8% | -12.6% |
| 6M | -7.2% | +14.0% | -21.2% | -10.3% |
| YTD | -32.7% | +24.2% | -56.9% | -35.1% |
| 1Y | -41.9% | +36.4% | -78.3% | -43.6% |
| All | -41.9% | +37.8% | -79.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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