-44.8%
GRAB vs VSXY
+184.3%
-229.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -15.5% | -18.7% | +3.2% | -14.6% |
| 3M | -9.0% | -4.0% | -5.0% | -8.8% |
| 6M | -21.6% | +67.5% | -89.1% | -24.4% |
| YTD | -38.9% | +39.7% | -78.5% | -40.3% |
| 1Y | -44.8% | +180.0% | -224.8% | -46.4% |
| All | -44.8% | +184.3% | -229.1% | -46.4% |
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