-32.3%
GRAB vs VSXY
+224.6%
-256.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -5.3% | -14.0% | +8.7% | -4.4% |
| 30D | -8.6% | -15.9% | +7.4% | -7.7% |
| 3M | -1.2% | +3.4% | -4.5% | -1.4% |
| 6M | -16.6% | +25.9% | -42.5% | -18.4% |
| YTD | -31.5% | +39.5% | -70.9% | -33.2% |
| 1Y | -32.3% | +194.4% | -226.6% | -34.7% |
| All | -32.3% | +224.6% | -256.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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