-71.3%
GRAB vs VT
+89.7%
-161.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.3% |
| 7D | +25.8% | -2.3% | +28.1% | +29.3% |
| 30D | +10.7% | -5.0% | +15.7% | +18.0% |
| 3M | -7.1% | -4.9% | -2.2% | -1.1% |
| 6M | -9.5% | -1.5% | -8.0% | -8.2% |
| YTD | -31.7% | +8.5% | -40.1% | -39.3% |
| 1Y | -39.4% | +11.4% | -50.8% | -48.0% |
| 3Y | +8.6% | +70.1% | -61.5% | -48.0% |
| 5Y | -71.4% | +53.7% | -125.1% | -84.3% |
| All | -71.3% | +89.7% | -161.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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