-18.4%
GRAB vs BIDU
-34.3%
+15.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -10.8% | -8.1% | -2.7% | -8.9% |
| 30D | -15.5% | -12.8% | -2.7% | -12.7% |
| 3M | -9.0% | -21.3% | +12.3% | -3.7% |
| 6M | -21.6% | -27.0% | +5.4% | -16.2% |
| YTD | -38.9% | -30.0% | -8.8% | -34.4% |
| 1Y | -44.8% | -18.3% | -26.6% | -43.7% |
| 3Y | -18.4% | -33.8% | +15.4% | -14.2% |
| All | -18.4% | -34.3% | +15.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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