+609.6%
VLO vs GRAB
-72.0%
+681.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +4.0% | -12.0% | +16.0% | +4.4% |
| 30D | +19.0% | -19.5% | +38.5% | +19.8% |
| 3M | +50.0% | -8.0% | +57.9% | +50.1% |
| 6M | +79.1% | -22.2% | +101.4% | +80.3% |
| YTD | +140.3% | -39.7% | +179.9% | +144.5% |
| 1Y | +148.3% | -43.2% | +191.5% | +153.4% |
| 3Y | +194.6% | -19.1% | +213.7% | +195.8% |
| 5Y | +609.6% | -72.0% | +681.6% | +608.0% |
| All | +609.6% | -72.0% | +681.6% | +608.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 5y: compounded portfolio wealth divided by compounded GRAB 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…
5y analysis · Full analysis span regression · 6 months rolling