-18.4%
GRAB vs RSG
+57.7%
-76.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.4% |
| 7D | -10.8% | 0.0% | -10.8% | -10.8% |
| 30D | -15.5% | +4.0% | -19.5% | -15.3% |
| 3M | -9.0% | +7.4% | -16.3% | -8.3% |
| 6M | -21.6% | +0.1% | -21.7% | -21.2% |
| YTD | -38.9% | +6.0% | -44.9% | -38.5% |
| 1Y | -44.8% | -3.0% | -41.9% | -44.1% |
| 3Y | -18.4% | +56.5% | -74.9% | -8.2% |
| All | -18.4% | +57.7% | -76.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling