-78.3%
GRAB vs URI
+206.9%
-285.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -6.9% | +9.3% | -16.2% | -9.4% |
| 30D | +8.7% | +7.6% | +1.1% | +5.8% |
| 3M | -10.2% | +1.0% | -11.3% | -11.2% |
| 6M | -11.0% | +19.8% | -30.8% | -17.3% |
| YTD | -35.1% | +41.9% | -76.9% | -44.3% |
| 1Y | -44.0% | +33.4% | -77.4% | -50.9% |
| 3Y | -0.9% | +156.0% | -156.9% | -37.4% |
| All | -78.3% | +206.9% | -285.2% | -89.5% |
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 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