-74.4%
GRAB vs VO
+75.3%
-149.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.6% | -5.5% |
| 7D | -13.9% | -0.6% | -13.3% | -13.2% |
| 30D | -17.2% | -1.9% | -15.2% | -15.1% |
| 3M | -7.9% | +3.3% | -11.1% | -11.3% |
| 6M | -23.2% | +9.7% | -32.9% | -31.2% |
| YTD | -39.1% | +12.6% | -51.7% | -47.2% |
| 1Y | -42.5% | +13.6% | -56.2% | -50.6% |
| 3Y | -18.3% | +56.8% | -75.1% | -53.1% |
| 5Y | -71.7% | +42.3% | -114.0% | -81.4% |
| All | -74.4% | +75.3% | -149.7% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling