-74.3%
GRAB vs RMBS
+448.4%
-522.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.9% |
| 7D | -10.8% | +1.8% | -12.6% | -11.2% |
| 30D | -15.5% | -13.9% | -1.6% | -12.8% |
| 3M | -9.0% | -39.8% | +30.8% | +0.6% |
| 6M | -21.6% | -6.0% | -15.6% | -25.4% |
| YTD | -38.9% | -5.4% | -33.5% | -43.1% |
| 1Y | -44.8% | -1.8% | -43.0% | -49.9% |
| 3Y | -18.4% | +53.7% | -72.1% | -41.0% |
| 5Y | -71.6% | +268.5% | -340.1% | -88.4% |
| All | -74.3% | +448.4% | -522.7% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling