I didn't hear the comment myself; this was relayed on Twitter. Frankly, I'm sure that Viswanathan Anand has played worse games, and not only when he was a little kid. Still, his loss today to Anish Giri won't be going in the next edition of his best games book.
It started going wrong quite early. Already slightly worse on the black side of an English, Anand's 10th move was a tactical oversight that cost him material to a two-move sequence. From here he could have played something like 12...b6 or 12...Qc7, pitching the h-pawn and trying to make do with an otherwise normal and healthy position. After relatively long thought on his 12th and 14th moves, he came up with an interesting and deep idea to give up his queen (and a couple of pawns) for a rook, knight, opposite-colored bishops and a possible fortress. And to some extent, it worked! Giri alternated between making progress and letting Anand successfully entrench, but on move 37 the final blow came when Anand tried to execute 37...Bc4 but...lost on time?! (Apparently they're not using increments in Bilbao, at least during the first time control.) It wasn't a banner day for the former world champion, but it seems more like a day ruled by Murphy's Law than his worst-ever game.
Ding Liren has had a difficult tournament so far, and after defending against Giri for 172 moves in round 3, he seems to have gotten the hang of holding on in a difficult position. Wesley So had black in their encounter, but even so (no pun intended; one just gets tired of finding circumlocutions for that handy preposition when writing about GM W.S.'s games!) he was doing the pressing from early on. Ding defended extremely well, and one key element in that defensive effort was that if So played 48...Ne3, White could just manage to escape with 49.Rb8+ Kh7 50.Rxh4+ Kg6 51.Rb6+ Kg5 52.Rh8. All White's moves are forced to avoid a lost position, and the point is that he threatens h4 mate. After 52...Nxg2 (52...Rxg2+?? 53.Kh1 costs Black the rook on g2, as there's no "free" way to stop h4#) 53.Rbh6 (also forced) White regains the piece with 54.h4+. So played 48...Rxg4 instead, and the game was soon drawn by repetition.
Giri and So are the co-leaders, each with six points (on the tournament's 3-1-0 scoring); Anand and Ding have three points apiece. The pairings for round 5, the penultimate round of the Bilbao Final Masters, are Giri-Ding and Anand-So.