-71.7%
GRAB vs RACE
+87.3%
-159.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.0% |
| 7D | -13.9% | -2.6% | -11.2% | -12.7% |
| 30D | -17.2% | -1.1% | -16.1% | -16.8% |
| 3M | -7.9% | +12.5% | -20.4% | -13.7% |
| 6M | -23.2% | +17.4% | -40.7% | -30.0% |
| YTD | -39.1% | +10.1% | -49.2% | -43.0% |
| 1Y | -42.5% | -15.1% | -27.4% | -38.6% |
| 3Y | -18.3% | +38.9% | -57.2% | -45.0% |
| 5Y | -71.7% | +90.7% | -162.4% | -87.6% |
| All | -71.7% | +87.3% | -159.0% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling