-74.3%
GRAB vs VRSK
-9.4%
-65.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -10.8% | -5.2% | -5.7% | -9.7% |
| 30D | -15.5% | -2.3% | -13.2% | -15.1% |
| 3M | -9.0% | -2.9% | -6.0% | -8.8% |
| 6M | -21.6% | -12.8% | -8.8% | -19.6% |
| YTD | -38.9% | -20.8% | -18.1% | -35.9% |
| 1Y | -44.8% | -33.2% | -11.6% | -39.3% |
| 3Y | -18.4% | -26.6% | +8.1% | -13.8% |
| 5Y | -71.6% | -11.3% | -60.3% | -73.1% |
| All | -74.3% | -9.4% | -65.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling