+756.9%
VLO vs GRAB
-72.7%
+829.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.0% | +8.2% | +3.4% |
| 7D | +5.8% | -6.1% | +11.8% | +5.9% |
| 30D | +28.3% | -11.2% | +39.5% | +28.7% |
| 3M | +48.7% | -2.4% | +51.1% | +48.7% |
| 6M | +71.9% | -18.3% | +90.2% | +72.7% |
| YTD | +138.7% | -34.9% | +173.5% | +141.5% |
| 1Y | +148.5% | -37.4% | +185.8% | +151.8% |
| 3Y | +192.7% | -12.6% | +205.3% | +193.3% |
| 5Y | +601.6% | -69.7% | +671.4% | +591.2% |
| All | +756.9% | -72.7% | +829.6% | +763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling