-74.3%
GRAB vs VIVK
-100.0%
+25.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.3% |
| 7D | -10.8% | -4.4% | -6.4% | -10.8% |
| 30D | -15.5% | -40.8% | +25.3% | -15.6% |
| 3M | -9.0% | -94.1% | +85.2% | -9.2% |
| 6M | -21.6% | -98.2% | +76.6% | -21.9% |
| YTD | -38.9% | -98.0% | +59.1% | -39.1% |
| 1Y | -44.8% | -100.0% | +55.1% | -44.8% |
| 3Y | -18.4% | -100.0% | +81.5% | -18.8% |
| 5Y | -71.6% | -100.0% | +28.4% | -71.3% |
| All | -74.3% | -100.0% | +25.7% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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