-72.3%
GRAB vs VSXY
+33.4%
-105.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -12.0% | -0.3% | -11.6% | -12.0% |
| 30D | -19.5% | -22.1% | +2.5% | -17.1% |
| 3M | -8.0% | -1.1% | -6.8% | -8.1% |
| 6M | -22.2% | +53.8% | -76.0% | -28.0% |
| YTD | -39.7% | +35.5% | -75.2% | -43.4% |
| 1Y | -43.2% | +186.0% | -229.2% | -52.6% |
| 3Y | -19.1% | +343.2% | -362.3% | -42.0% |
| 5Y | -72.0% | +19.0% | -91.0% | -76.0% |
| All | -72.3% | +33.4% | -105.7% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling