+72.8%
USB vs GRAB
-71.3%
+144.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | 0.0% | +25.8% | -25.8% | -1.8% |
| 30D | +5.8% | +10.7% | -4.9% | +4.9% |
| 3M | -6.0% | -7.1% | +1.1% | -5.6% |
| 6M | +7.8% | -9.5% | +17.3% | +8.3% |
| YTD | +14.6% | -31.7% | +46.3% | +17.4% |
| 1Y | +31.8% | -39.4% | +71.2% | +36.0% |
| 3Y | +91.5% | +8.6% | +82.9% | +89.3% |
| 5Y | +22.0% | -71.4% | +93.5% | +18.2% |
| All | +72.8% | -71.3% | +144.1% | +72.7% |
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