-18.4%
GRAB vs VMC
+18.8%
-37.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | -10.8% | -3.8% | -7.1% | -9.6% |
| 30D | -15.5% | -9.7% | -5.8% | -12.6% |
| 3M | -9.0% | -9.6% | +0.7% | -6.1% |
| 6M | -21.6% | -4.8% | -16.8% | -20.6% |
| YTD | -38.9% | -10.9% | -28.0% | -37.6% |
| 1Y | -44.8% | -15.6% | -29.3% | -42.6% |
| 3Y | -18.4% | +19.3% | -37.8% | -28.0% |
| All | -18.4% | +18.8% | -37.2% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling