-74.3%
GRAB vs VMC
+86.9%
-161.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | -10.8% | -3.8% | -7.1% | -9.3% |
| 30D | -15.5% | -9.7% | -5.8% | -11.9% |
| 3M | -9.0% | -9.6% | +0.7% | -5.3% |
| 6M | -21.6% | -4.8% | -16.8% | -20.4% |
| YTD | -38.9% | -10.9% | -28.0% | -37.0% |
| 1Y | -44.8% | -15.6% | -29.3% | -41.8% |
| 3Y | -18.4% | +19.3% | -37.8% | -28.2% |
| 5Y | -71.6% | +48.0% | -119.6% | -77.7% |
| All | -74.3% | +86.9% | -161.2% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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