-18.4%
GRAB vs RGEN
+2.2%
-20.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -10.8% | -1.4% | -9.4% | -10.5% |
| 30D | -15.5% | -0.3% | -15.2% | -15.5% |
| 3M | -9.0% | +23.9% | -32.8% | -13.3% |
| 6M | -21.6% | +38.5% | -60.1% | -27.3% |
| YTD | -38.9% | +0.8% | -39.7% | -39.7% |
| 1Y | -44.8% | +38.2% | -83.1% | -49.0% |
| 3Y | -18.4% | +1.3% | -19.7% | -23.4% |
| All | -18.4% | +2.2% | -20.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling