-72.7%
GRAB vs URA
+389.3%
-461.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -6.0% |
| 7D | -6.1% | +8.1% | -14.2% | -8.5% |
| 30D | -11.2% | +5.8% | -17.0% | -13.1% |
| 3M | -2.4% | +3.4% | -5.8% | -4.2% |
| 6M | -18.3% | -2.6% | -15.7% | -19.0% |
| YTD | -34.9% | +11.2% | -46.0% | -39.2% |
| 1Y | -37.4% | +19.8% | -57.2% | -43.8% |
| 3Y | -12.6% | +121.5% | -134.1% | -39.5% |
| 5Y | -69.7% | +134.5% | -204.2% | -80.1% |
| All | -72.7% | +389.3% | -461.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling