-71.7%
GRAB vs URI
+215.5%
-287.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.9% |
| 7D | -13.9% | +5.0% | -18.9% | -15.2% |
| 30D | -17.2% | -9.4% | -7.8% | -14.8% |
| 3M | -7.9% | -5.8% | -2.1% | -6.8% |
| 6M | -23.2% | +25.8% | -49.1% | -30.2% |
| YTD | -39.1% | +27.9% | -67.0% | -45.5% |
| 1Y | -42.5% | +9.7% | -52.2% | -45.8% |
| 3Y | -18.3% | +128.0% | -146.3% | -44.9% |
| 5Y | -71.7% | +212.4% | -284.1% | -84.6% |
| All | -71.7% | +215.5% | -287.2% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling