+214.6%
RTX vs GRAB
-74.3%
+289.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -1.5% | -10.8% | +9.3% | -1.1% |
| 30D | -11.0% | -15.5% | +4.5% | -10.4% |
| 3M | +7.7% | -9.0% | +16.6% | +8.0% |
| 6M | -3.9% | -21.6% | +17.7% | -3.1% |
| YTD | +9.0% | -38.9% | +47.8% | +10.8% |
| 1Y | +27.3% | -44.8% | +72.1% | +29.8% |
| 3Y | +172.9% | -18.4% | +191.4% | +174.0% |
| 5Y | +165.2% | -71.6% | +236.8% | +166.9% |
| All | +214.6% | -74.3% | +289.0% | +232.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling