-74.3%
GRAB vs VIG
+90.4%
-164.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.5% |
| 7D | -10.8% | -1.1% | -9.7% | -9.7% |
| 30D | -15.5% | -2.7% | -12.8% | -12.8% |
| 3M | -9.0% | +2.5% | -11.5% | -11.3% |
| 6M | -21.6% | +9.2% | -30.8% | -28.5% |
| YTD | -38.9% | +9.8% | -48.7% | -44.7% |
| 1Y | -44.8% | +12.4% | -57.2% | -51.2% |
| 3Y | -18.4% | +55.9% | -74.3% | -48.6% |
| 5Y | -71.6% | +63.9% | -135.6% | -83.2% |
| All | -74.3% | +90.4% | -164.8% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling