+145.8%
UAL vs GRAB
-71.2%
+217.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -5.3% | +6.0% | +1.7% |
| 30D | -16.1% | -8.6% | -7.5% | -14.8% |
| 3M | +6.1% | -1.2% | +7.3% | +6.3% |
| 6M | +10.8% | -16.6% | +27.4% | +14.4% |
| YTD | -0.4% | -31.5% | +31.1% | +6.0% |
| 1Y | +5.0% | -32.3% | +37.3% | +11.7% |
| 3Y | +124.0% | -10.7% | +134.7% | +126.6% |
| 5Y | +141.0% | -67.9% | +208.8% | +140.7% |
| All | +145.8% | -71.2% | +217.0% | +167.2% |
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