-71.2%
GRAB vs RACE
+101.6%
-172.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | -5.3% | -2.5% | -2.7% | -4.1% |
| 30D | -8.6% | +0.8% | -9.3% | -9.1% |
| 3M | -1.2% | +17.2% | -18.3% | -9.2% |
| 6M | -16.6% | +13.6% | -30.2% | -22.5% |
| YTD | -31.5% | +12.2% | -43.7% | -36.4% |
| 1Y | -32.3% | -16.3% | -16.0% | -27.1% |
| 3Y | -10.7% | +36.4% | -47.1% | -36.4% |
| 5Y | -67.9% | +95.0% | -162.8% | -83.6% |
| All | -71.2% | +101.6% | -172.9% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling