+115.0%
UMC vs GRAB
-39.6%
+154.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -3.8% |
| 7D | -14.7% | +22.2% | -36.8% | -18.8% |
| 30D | -32.9% | +6.0% | -38.9% | -33.6% |
| 3M | -22.2% | -9.7% | -12.5% | -18.7% |
| 6M | +25.9% | -7.2% | +33.1% | +28.3% |
| YTD | +107.9% | -32.7% | +140.6% | +132.2% |
| 1Y | +115.0% | -41.9% | +157.0% | +147.0% |
| All | +115.0% | -39.6% | +154.7% | +147.0% |
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