-23.0%
UPS vs GRAB
-72.7%
+49.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.4% |
| 7D | -2.1% | -6.1% | +3.9% | -1.7% |
| 30D | -2.3% | -11.2% | +8.9% | -1.5% |
| 3M | -5.2% | -2.4% | -2.8% | -5.1% |
| 6M | +1.4% | -18.3% | +19.8% | +2.7% |
| YTD | +6.1% | -34.9% | +41.0% | +9.1% |
| 1Y | +27.0% | -37.4% | +64.4% | +30.6% |
| 3Y | -25.9% | -12.6% | -13.3% | -26.4% |
| 5Y | -34.6% | -69.7% | +35.2% | -34.3% |
| All | -23.0% | -72.7% | +49.7% | -23.6% |
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