+8.6%
GRAB vs BURL
+86.7%
-78.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +25.8% | +4.1% | +21.8% | +24.9% |
| 30D | +10.7% | -9.5% | +20.2% | +12.7% |
| 3M | -7.1% | -33.5% | +26.4% | -0.8% |
| 6M | -9.5% | -22.1% | +12.5% | -6.2% |
| YTD | -31.7% | -14.6% | -17.1% | -30.2% |
| 1Y | -39.4% | -8.4% | -31.1% | -39.2% |
| 3Y | +8.6% | +86.6% | -78.0% | +9.5% |
| All | +8.6% | +86.7% | -78.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling