+207.2%
UMC vs GRAB
-30.1%
+237.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -5.3% | +10.2% | +6.7% |
| 30D | +7.7% | -8.6% | +16.2% | +10.7% |
| 3M | +1.7% | -1.2% | +2.8% | +0.6% |
| 6M | +113.9% | -16.6% | +130.5% | +123.4% |
| YTD | +168.9% | -31.5% | +200.4% | +190.8% |
| 1Y | +207.2% | -32.3% | +239.5% | +248.8% |
| All | +207.2% | -30.1% | +237.3% | +248.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling