-74.3%
GRAB vs FTV
+5.1%
-79.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -10.8% | -4.0% | -6.9% | -8.8% |
| 30D | -15.5% | -11.0% | -4.5% | -9.9% |
| 3M | -9.0% | -8.4% | -0.6% | -4.8% |
| 6M | -21.6% | -2.6% | -19.0% | -21.0% |
| YTD | -38.9% | -0.6% | -38.3% | -39.8% |
| 1Y | -44.8% | +11.0% | -55.8% | -49.5% |
| 3Y | -18.4% | -6.3% | -12.1% | -18.7% |
| 5Y | -71.6% | -1.5% | -70.1% | -75.4% |
| All | -74.3% | +5.1% | -79.4% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling