-23.2%
GRAB vs FTV
-0.8%
-22.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.2% | -5.9% |
| 7D | -13.9% | -1.3% | -12.6% | -13.4% |
| 30D | -17.2% | -9.5% | -7.7% | -13.4% |
| 3M | -7.9% | -10.9% | +3.0% | -3.1% |
| 6M | -23.2% | -0.6% | -22.6% | -25.7% |
| All | -23.2% | -0.8% | -22.5% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling