+73.6%
USB vs GRAB
-70.7%
+144.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.4% |
| 7D | -1.5% | +26.1% | -27.6% | -3.3% |
| 30D | +4.3% | +13.4% | -9.1% | +3.2% |
| 3M | -6.1% | -7.0% | +0.9% | -5.7% |
| 6M | +9.4% | -5.4% | +14.8% | +9.5% |
| YTD | +15.2% | -30.3% | +45.4% | +17.8% |
| 1Y | +32.8% | -38.3% | +71.1% | +36.8% |
| 3Y | +91.3% | +10.1% | +81.2% | +88.8% |
| 5Y | +22.7% | -70.8% | +93.5% | +18.6% |
| All | +73.6% | -70.7% | +144.4% | +73.3% |
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 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