-74.4%
GRAB vs UL
+12.5%
-87.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.0% |
| 7D | -13.9% | -3.2% | -10.7% | -13.1% |
| 30D | -17.2% | -0.6% | -16.6% | -17.0% |
| 3M | -7.9% | +9.4% | -17.3% | -9.9% |
| 6M | -23.2% | -4.1% | -19.1% | -22.5% |
| YTD | -39.1% | -2.0% | -37.1% | -39.1% |
| 1Y | -42.5% | -9.0% | -33.6% | -41.5% |
| 3Y | -18.3% | +21.8% | -40.1% | -26.1% |
| 5Y | -71.7% | +20.6% | -92.3% | -75.7% |
| All | -74.4% | +12.5% | -87.0% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling