-74.4%
GRAB vs FTV
+7.2%
-81.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.2% | -5.8% |
| 7D | -13.9% | -1.3% | -12.6% | -13.3% |
| 30D | -17.2% | -9.5% | -7.7% | -12.5% |
| 3M | -7.9% | -10.9% | +3.0% | -2.2% |
| 6M | -23.2% | -0.6% | -22.6% | -23.5% |
| YTD | -39.1% | +1.4% | -40.5% | -40.7% |
| 1Y | -42.5% | +17.6% | -60.2% | -49.2% |
| 3Y | -18.3% | -3.3% | -15.0% | -20.0% |
| 5Y | -71.7% | -0.1% | -71.6% | -75.8% |
| All | -74.4% | +7.2% | -81.7% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling