-71.1%
GRAB vs BURL
+16.3%
-87.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.4% |
| 7D | +20.3% | +7.7% | +12.6% | +17.6% |
| 30D | +7.8% | -7.1% | +15.0% | +10.2% |
| 3M | -6.0% | -30.3% | +24.3% | +4.0% |
| 6M | -7.5% | -15.5% | +8.0% | -3.9% |
| YTD | -31.1% | -11.0% | -20.1% | -29.8% |
| 1Y | -38.1% | -8.4% | -29.7% | -38.0% |
| 3Y | +4.6% | +96.7% | -92.1% | -23.0% |
| 5Y | -77.9% | -14.1% | -63.9% | -79.6% |
| All | -71.1% | +16.3% | -87.4% | -75.2% |
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