-71.2%
GRAB vs BURL
+20.0%
-91.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | -5.3% | -2.8% | -2.5% | -4.5% |
| 30D | -8.6% | -28.2% | +19.6% | +0.3% |
| 3M | -1.2% | -17.6% | +16.4% | +4.0% |
| 6M | -16.6% | -11.8% | -4.8% | -14.5% |
| YTD | -31.5% | -8.1% | -23.3% | -30.8% |
| 1Y | -32.3% | -12.0% | -20.3% | -31.5% |
| 3Y | -10.7% | +63.3% | -74.0% | -29.4% |
| 5Y | -67.9% | -10.8% | -57.0% | -70.5% |
| All | -71.2% | +20.0% | -91.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling