-41.9%
GRAB vs RSG
+19.5%
-61.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.6% | +7.9% |
| 7D | +22.2% | +5.1% | +17.0% | +23.7% |
| 30D | +6.0% | +15.3% | -9.3% | +10.3% |
| 3M | -9.7% | +18.6% | -28.2% | -5.0% |
| 6M | -7.2% | +19.5% | -26.7% | -1.2% |
| YTD | -32.7% | +17.2% | -49.9% | -28.2% |
| 1Y | -41.9% | +19.6% | -61.5% | -36.7% |
| All | -41.9% | +19.5% | -61.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling