-74.7%
GRAB vs BIDU
-34.9%
-39.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -12.0% | -5.2% | -6.8% | -10.4% |
| 30D | -19.5% | -14.5% | -5.0% | -15.5% |
| 3M | -8.0% | -22.9% | +14.9% | -0.2% |
| 6M | -22.2% | -27.8% | +5.6% | -14.8% |
| YTD | -39.7% | -30.7% | -9.0% | -33.7% |
| 1Y | -43.2% | -15.8% | -27.4% | -42.3% |
| 3Y | -19.1% | -33.2% | +14.1% | -14.6% |
| 5Y | -72.0% | -44.8% | -27.2% | -71.0% |
| All | -74.7% | -34.9% | -39.8% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling