-71.9%
GRAB vs VSXY
+37.5%
-109.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.9% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -15.5% | -18.7% | +3.2% | -13.4% |
| 3M | -9.0% | -4.0% | -5.0% | -8.8% |
| 6M | -21.6% | +67.5% | -89.1% | -28.2% |
| YTD | -38.9% | +39.7% | -78.5% | -42.9% |
| 1Y | -44.8% | +180.0% | -224.8% | -53.8% |
| 3Y | -18.4% | +337.3% | -355.7% | -41.3% |
| 5Y | -71.6% | +22.7% | -94.3% | -75.8% |
| All | -71.9% | +37.5% | -109.5% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling