-74.3%
GRAB vs URA
+348.4%
-422.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.4% |
| 7D | -10.8% | -5.5% | -5.3% | -9.3% |
| 30D | -15.5% | -3.7% | -11.8% | -14.8% |
| 3M | -9.0% | -2.9% | -6.1% | -8.8% |
| 6M | -21.6% | -15.2% | -6.3% | -18.6% |
| YTD | -38.9% | +1.9% | -40.7% | -41.3% |
| 1Y | -44.8% | +6.9% | -51.8% | -48.6% |
| 3Y | -18.4% | +99.6% | -118.1% | -41.6% |
| 5Y | -71.6% | +101.2% | -172.8% | -80.6% |
| All | -74.3% | +348.4% | -422.7% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling