-21.6%
GRAB vs VYM
+9.6%
-31.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +0.3% |
| 7D | -10.8% | -0.8% | -10.0% | -9.7% |
| 30D | -15.5% | -2.2% | -13.3% | -12.7% |
| 3M | -9.0% | +3.1% | -12.0% | -12.4% |
| 6M | -21.6% | +9.7% | -31.3% | -32.9% |
| All | -21.6% | +9.6% | -31.2% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling