-18.7%
GRAB vs RACE
+38.2%
-57.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -13.9% | -2.6% | -11.2% | -13.2% |
| 30D | -17.2% | -1.1% | -16.1% | -16.9% |
| 3M | -7.9% | +12.5% | -20.4% | -11.0% |
| 6M | -23.2% | +17.4% | -40.7% | -26.8% |
| YTD | -39.1% | +10.1% | -49.2% | -41.1% |
| 1Y | -42.5% | -15.1% | -27.4% | -40.6% |
| All | -18.7% | +38.2% | -57.0% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling