-32.3%
GRAB vs RACE
-16.2%
-16.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -5.3% | -2.5% | -2.7% | -4.7% |
| 30D | -8.6% | +0.8% | -9.3% | -8.8% |
| 3M | -1.2% | +17.2% | -18.3% | -5.0% |
| 6M | -16.6% | +13.6% | -30.2% | -19.9% |
| YTD | -31.5% | +12.2% | -43.7% | -34.0% |
| 1Y | -32.3% | -16.3% | -16.0% | -30.7% |
| All | -32.3% | -16.2% | -16.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling