-74.4%
GRAB vs VCLT
-16.3%
-58.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -13.9% | 0.0% | -13.9% | -13.9% |
| 30D | -17.2% | +0.1% | -17.3% | -17.2% |
| 3M | -7.9% | -2.9% | -5.0% | -6.6% |
| 6M | -23.2% | -4.0% | -19.3% | -21.8% |
| YTD | -39.1% | -2.2% | -36.8% | -38.4% |
| 1Y | -42.5% | -2.6% | -39.9% | -41.8% |
| 3Y | -18.3% | +12.3% | -30.6% | -22.7% |
| 5Y | -71.7% | -16.4% | -55.3% | -69.4% |
| All | -74.4% | -16.3% | -58.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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