+59.7%
UNP vs GRAB
-74.4%
+134.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.0% |
| 7D | -1.7% | -13.9% | +12.2% | -1.1% |
| 30D | -2.1% | -17.2% | +15.1% | -1.4% |
| 3M | +5.4% | -7.9% | +13.3% | +5.7% |
| 6M | +13.4% | -23.2% | +36.6% | +14.5% |
| YTD | +25.0% | -39.1% | +64.0% | +27.3% |
| 1Y | +34.6% | -42.5% | +77.1% | +37.4% |
| 3Y | +43.6% | -18.3% | +61.9% | +43.7% |
| 5Y | +51.7% | -71.7% | +123.5% | +51.9% |
| All | +59.7% | -74.4% | +134.2% | +61.6% |
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 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