-12.6%
GRAB vs URI
+126.5%
-139.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.1% |
| 7D | -6.1% | +2.5% | -8.6% | -6.6% |
| 30D | -11.2% | -12.5% | +1.3% | -8.6% |
| 3M | -2.4% | -6.2% | +3.8% | -1.4% |
| 6M | -18.3% | +25.9% | -44.2% | -23.9% |
| YTD | -34.9% | +26.2% | -61.1% | -39.9% |
| 1Y | -37.4% | +5.5% | -42.9% | -39.3% |
| 3Y | -12.6% | +125.0% | -137.6% | -35.6% |
| All | -12.6% | +126.5% | -139.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling