-19.5%
GRAB vs VO
+54.6%
-74.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | 0.0% |
| 7D | -12.0% | -2.5% | -9.5% | -9.5% |
| 30D | -19.5% | -3.2% | -16.3% | -16.5% |
| 3M | -8.0% | +3.9% | -11.9% | -11.5% |
| 6M | -22.2% | +9.6% | -31.9% | -29.3% |
| YTD | -39.7% | +11.6% | -51.3% | -46.2% |
| 1Y | -43.2% | +12.6% | -55.8% | -49.7% |
| All | -19.5% | +54.6% | -74.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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