-71.2%
GRAB vs RMD
-23.0%
-48.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -10.8% | -4.4% | -6.4% | -9.5% |
| 30D | -15.5% | -3.1% | -12.4% | -14.6% |
| 3M | -9.0% | +13.8% | -22.7% | -12.6% |
| 6M | -21.6% | -8.6% | -13.0% | -19.7% |
| YTD | -38.9% | -8.6% | -30.2% | -37.7% |
| 1Y | -44.8% | -19.7% | -25.2% | -41.5% |
| 3Y | -18.4% | +48.4% | -66.8% | -33.7% |
| All | -71.2% | -23.0% | -48.2% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling