-18.4%
GRAB vs RVMD
+537.4%
-555.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -3.0% | -7.8% | -10.6% |
| 30D | -15.5% | -0.7% | -14.8% | -15.5% |
| 3M | -9.0% | +36.5% | -45.5% | -11.8% |
| 6M | -21.6% | +104.6% | -126.2% | -27.5% |
| YTD | -38.9% | +155.8% | -194.7% | -45.4% |
| 1Y | -44.8% | +340.7% | -385.5% | -54.2% |
| 3Y | -18.4% | +519.9% | -538.4% | -33.3% |
| All | -18.4% | +537.4% | -555.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling