-71.0%
U vs GRAB
-72.7%
+1.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +4.9% |
| 7D | +4.5% | -6.1% | +10.5% | +7.2% |
| 30D | -0.6% | -11.2% | +10.6% | +4.5% |
| 3M | +48.4% | -2.4% | +50.8% | +49.0% |
| 6M | +115.4% | -18.3% | +133.7% | +133.5% |
| YTD | -3.2% | -34.9% | +31.7% | +17.1% |
| 1Y | -6.0% | -37.4% | +31.3% | +15.2% |
| 3Y | +13.5% | -12.6% | +26.1% | +13.8% |
| 5Y | -68.0% | -69.7% | +1.7% | -64.6% |
| All | -71.0% | -72.7% | +1.7% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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