+44.3%
UNP vs GRAB
-19.7%
+64.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -1.2% | -12.0% | +10.8% | -0.3% |
| 30D | -2.0% | -19.5% | +17.6% | -0.5% |
| 3M | +7.5% | -8.0% | +15.5% | +8.0% |
| 6M | +15.3% | -22.2% | +37.6% | +17.2% |
| YTD | +25.4% | -39.7% | +65.1% | +29.7% |
| 1Y | +35.6% | -43.2% | +78.8% | +40.6% |
| All | +44.3% | -19.7% | +64.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling