-74.4%
GRAB vs RGEN
-13.6%
-60.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.9% |
| 7D | -13.9% | -4.6% | -9.3% | -12.7% |
| 30D | -17.2% | +1.2% | -18.3% | -17.5% |
| 3M | -7.9% | +26.8% | -34.7% | -14.8% |
| 6M | -23.2% | +29.1% | -52.3% | -29.9% |
| YTD | -39.1% | +0.7% | -39.8% | -40.2% |
| 1Y | -42.5% | +39.1% | -81.6% | -49.3% |
| 3Y | -18.3% | +2.2% | -20.5% | -26.0% |
| 5Y | -71.7% | -44.0% | -27.7% | -70.3% |
| All | -74.4% | -13.6% | -60.8% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling