-18.4%
GRAB vs VYM
+65.1%
-83.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +0.6% |
| 7D | -10.8% | -0.8% | -10.0% | -10.0% |
| 30D | -15.5% | -2.2% | -13.3% | -13.4% |
| 3M | -9.0% | +3.1% | -12.0% | -11.7% |
| 6M | -21.6% | +9.7% | -31.3% | -28.8% |
| YTD | -38.9% | +14.9% | -53.8% | -47.2% |
| 1Y | -44.8% | +17.6% | -62.4% | -53.4% |
| 3Y | -18.4% | +65.3% | -83.8% | -50.3% |
| All | -18.4% | +65.1% | -83.5% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling