-23.2%
GRAB vs RMBS
+2.3%
-25.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.3% | -6.5% |
| 7D | -13.9% | +3.5% | -17.3% | -14.1% |
| 30D | -17.2% | -8.6% | -8.6% | -16.7% |
| 3M | -7.9% | -40.3% | +32.4% | -4.6% |
| 6M | -23.2% | -1.0% | -22.2% | -30.0% |
| All | -23.2% | +2.3% | -25.5% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling