-74.4%
GRAB vs VMC
+84.8%
-159.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.1% |
| 7D | -13.9% | -5.3% | -8.6% | -11.8% |
| 30D | -17.2% | -12.3% | -4.9% | -12.5% |
| 3M | -7.9% | -10.3% | +2.4% | -3.9% |
| 6M | -23.2% | -8.6% | -14.7% | -20.8% |
| YTD | -39.1% | -11.9% | -27.2% | -36.9% |
| 1Y | -42.5% | -13.9% | -28.6% | -39.9% |
| 3Y | -18.3% | +18.2% | -36.4% | -27.8% |
| 5Y | -71.7% | +47.7% | -119.5% | -77.7% |
| All | -74.4% | +84.8% | -159.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling