-41.9%
GRAB vs VTR
+22.5%
-64.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +7.8% |
| 7D | +22.2% | +10.0% | +12.2% | +23.2% |
| 30D | +6.0% | +9.6% | -3.6% | +7.0% |
| 3M | -9.7% | -1.2% | -8.5% | -9.9% |
| 6M | -7.2% | +2.8% | -10.0% | -6.8% |
| YTD | -32.7% | +17.4% | -50.1% | -31.1% |
| 1Y | -41.9% | +22.0% | -63.9% | -38.2% |
| All | -41.9% | +22.5% | -64.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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