-32.3%
GRAB vs VIG
+16.9%
-49.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -5.3% | -0.4% | -4.8% | -4.7% |
| 30D | -8.6% | -1.0% | -7.6% | -7.3% |
| 3M | -1.2% | +2.8% | -3.9% | -5.0% |
| 6M | -16.6% | +8.2% | -24.8% | -25.9% |
| YTD | -31.5% | +11.0% | -42.5% | -41.9% |
| 1Y | -32.3% | +16.1% | -48.4% | -40.8% |
| All | -32.3% | +16.9% | -49.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling