+216.1%
RTX vs GRAB
-72.8%
+288.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | -5.0% | +9.8% | +5.0% |
| 30D | +6.5% | +11.3% | -4.8% | +6.0% |
| 3M | -9.6% | -12.4% | +2.8% | -9.3% |
| 6M | +12.3% | -10.7% | +23.1% | +12.6% |
| YTD | +9.5% | -35.1% | +44.5% | +11.0% |
| 1Y | +15.8% | -41.5% | +57.4% | +17.9% |
| 3Y | +157.0% | -2.7% | +159.7% | +156.6% |
| 5Y | +148.8% | -80.2% | +229.0% | +151.1% |
| All | +216.1% | -72.8% | +288.8% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling