-9.9%
RGTI vs GRAB
-20.8%
+10.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | +0.5% | -10.8% | +11.3% | +8.2% |
| 30D | -17.1% | -15.5% | -1.6% | -7.4% |
| 3M | -26.0% | -9.0% | -17.0% | -27.7% |
| 6M | -9.9% | -21.6% | +11.7% | +5.8% |
| All | -9.9% | -20.8% | +10.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 6mo: compounded portfolio wealth divided by compounded GRAB 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…
6mo analysis · Full analysis span regression · 6 months rolling