-38.3%
GRAB vs VRSK
-2.2%
-36.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.9% | -3.3% | +2.9% |
| 7D | +26.1% | +10.9% | +15.2% | +24.8% |
| 30D | +13.4% | +28.0% | -14.7% | +10.9% |
| 3M | -7.0% | +12.3% | -19.3% | -8.2% |
| 6M | -5.4% | +17.8% | -23.3% | -7.3% |
| YTD | -30.3% | -4.7% | -25.6% | -31.8% |
| 1Y | -38.3% | -0.2% | -38.1% | -38.2% |
| All | -38.3% | -2.2% | -36.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling