-74.4%
GRAB vs VRSN
+45.3%
-119.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.1% | -7.1% |
| 7D | -13.9% | -1.0% | -12.8% | -13.5% |
| 30D | -17.2% | -1.9% | -15.3% | -16.6% |
| 3M | -7.9% | +1.4% | -9.2% | -8.8% |
| 6M | -23.2% | +19.0% | -42.3% | -29.8% |
| YTD | -39.1% | +19.2% | -58.3% | -44.7% |
| 1Y | -42.5% | +1.7% | -44.2% | -43.8% |
| 3Y | -18.3% | +41.4% | -59.7% | -33.1% |
| 5Y | -71.7% | +31.7% | -103.4% | -77.4% |
| All | -74.4% | +45.3% | -119.8% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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