-74.4%
GRAB vs VSAT
+108.4%
-182.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.9% | +0.5% | -5.8% |
| 7D | -13.9% | +3.5% | -17.4% | -14.2% |
| 30D | -17.2% | -14.7% | -2.5% | -15.9% |
| 3M | -7.9% | +13.2% | -21.0% | -10.0% |
| 6M | -23.2% | +57.4% | -80.6% | -28.1% |
| YTD | -39.1% | +110.0% | -149.1% | -45.0% |
| 1Y | -42.5% | +134.4% | -176.9% | -48.9% |
| 3Y | -18.3% | +203.5% | -221.8% | -33.9% |
| 5Y | -71.7% | +47.1% | -118.9% | -76.5% |
| All | -74.4% | +108.4% | -182.8% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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