-74.3%
GRAB vs VNQ
+39.2%
-113.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -10.8% | -1.3% | -9.5% | -10.1% |
| 30D | -15.5% | -2.6% | -12.9% | -14.1% |
| 3M | -9.0% | -2.0% | -6.9% | -8.0% |
| 6M | -21.6% | +4.3% | -25.9% | -23.8% |
| YTD | -38.9% | +9.2% | -48.1% | -42.4% |
| 1Y | -44.8% | +5.6% | -50.5% | -47.0% |
| 3Y | -18.4% | +30.8% | -49.3% | -32.9% |
| 5Y | -71.6% | +8.0% | -79.6% | -74.3% |
| All | -74.3% | +39.2% | -113.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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