-18.4%
GRAB vs VEU
+73.8%
-92.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.3% |
| 7D | -10.8% | -1.4% | -9.4% | -9.5% |
| 30D | -15.5% | -0.4% | -15.1% | -15.1% |
| 3M | -9.0% | +2.5% | -11.5% | -11.5% |
| 6M | -21.6% | +11.1% | -32.7% | -30.4% |
| YTD | -38.9% | +16.5% | -55.4% | -48.8% |
| 1Y | -44.8% | +22.9% | -67.8% | -56.5% |
| 3Y | -18.4% | +73.4% | -91.9% | -56.4% |
| All | -18.4% | +73.8% | -92.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling