+59.5%
UNP vs GRAB
-74.3%
+133.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -1.8% | -10.8% | +9.0% | -1.3% |
| 30D | -2.7% | -15.5% | +12.8% | -2.0% |
| 3M | +6.5% | -9.0% | +15.5% | +6.9% |
| 6M | +14.4% | -21.6% | +36.0% | +15.4% |
| YTD | +24.8% | -38.9% | +63.7% | +27.2% |
| 1Y | +34.4% | -44.8% | +79.3% | +37.4% |
| 3Y | +43.6% | -18.4% | +62.0% | +43.6% |
| 5Y | +53.2% | -71.6% | +124.8% | +53.3% |
| All | +59.5% | -74.3% | +133.9% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling