-74.7%
GRAB vs URI
+341.0%
-415.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.1% |
| 7D | -12.0% | -0.5% | -11.5% | -11.9% |
| 30D | -19.5% | -13.4% | -6.2% | -16.2% |
| 3M | -8.0% | -6.2% | -1.7% | -6.9% |
| 6M | -22.2% | +28.0% | -50.2% | -29.5% |
| YTD | -39.7% | +23.0% | -62.6% | -45.2% |
| 1Y | -43.2% | +5.5% | -48.7% | -45.8% |
| 3Y | -19.1% | +119.2% | -138.3% | -43.2% |
| 5Y | -72.0% | +201.0% | -273.0% | -83.5% |
| All | -74.7% | +341.0% | -415.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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