-72.7%
GRAB vs BURL
+15.5%
-88.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.2% | -3.9% |
| 7D | -6.1% | -2.6% | -3.5% | -5.4% |
| 30D | -11.2% | -30.8% | +19.6% | -1.5% |
| 3M | -2.4% | -18.7% | +16.3% | +3.1% |
| 6M | -18.3% | -16.4% | -1.9% | -14.8% |
| YTD | -34.9% | -11.6% | -23.3% | -33.5% |
| 1Y | -37.4% | -12.0% | -25.4% | -36.7% |
| 3Y | -12.6% | +63.6% | -76.3% | -31.2% |
| 5Y | -69.7% | -12.6% | -57.2% | -72.1% |
| All | -72.7% | +15.5% | -88.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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