+121.4%
VUG vs GRAB
-74.3%
+195.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.5% | -10.8% | +10.3% | +1.0% |
| 30D | -1.0% | -15.5% | +14.6% | +1.2% |
| 3M | +3.5% | -9.0% | +12.5% | +4.6% |
| 6M | +14.2% | -21.6% | +35.8% | +17.6% |
| YTD | +8.5% | -38.9% | +47.4% | +15.3% |
| 1Y | +12.9% | -44.8% | +57.7% | +21.3% |
| 3Y | +85.6% | -18.4% | +104.1% | +87.0% |
| 5Y | +78.1% | -71.6% | +149.8% | +80.0% |
| All | +121.4% | -74.3% | +195.7% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling