-71.2%
GRAB vs UL
+18.7%
-89.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -10.8% | -3.4% | -7.4% | -9.8% |
| 30D | -15.5% | +0.5% | -16.0% | -15.6% |
| 3M | -9.0% | +7.2% | -16.2% | -10.9% |
| 6M | -21.6% | -3.1% | -18.5% | -21.0% |
| YTD | -38.9% | -2.7% | -36.2% | -38.7% |
| 1Y | -44.8% | -10.2% | -34.6% | -43.4% |
| 3Y | -18.4% | +20.3% | -38.7% | -28.3% |
| All | -71.2% | +18.7% | -89.9% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling