-74.7%
GRAB vs RACE
+101.0%
-175.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.8% |
| 7D | -12.0% | -2.2% | -9.8% | -11.0% |
| 30D | -19.5% | -0.4% | -19.1% | -19.4% |
| 3M | -8.0% | +17.9% | -25.9% | -15.7% |
| 6M | -22.2% | +19.3% | -41.5% | -29.5% |
| YTD | -39.7% | +11.9% | -51.5% | -43.9% |
| 1Y | -43.2% | -12.7% | -30.5% | -40.3% |
| 3Y | -19.1% | +41.1% | -60.2% | -43.9% |
| 5Y | -72.0% | +94.1% | -166.1% | -85.7% |
| All | -74.7% | +101.0% | -175.7% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling