-44.8%
GRAB vs RVMD
+375.0%
-419.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -3.0% | -7.8% | -10.7% |
| 30D | -15.5% | -0.7% | -14.8% | -15.5% |
| 3M | -9.0% | +36.5% | -45.5% | -10.5% |
| 6M | -21.6% | +104.6% | -126.2% | -24.5% |
| YTD | -38.9% | +155.8% | -194.7% | -41.5% |
| 1Y | -44.8% | +340.7% | -385.5% | -51.2% |
| All | -44.8% | +375.0% | -419.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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