+120.5%
VUG vs GRAB
-74.4%
+195.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +0.1% | -13.9% | +14.0% | +2.1% |
| 30D | -1.7% | -17.2% | +15.5% | +0.8% |
| 3M | +2.8% | -7.9% | +10.7% | +3.8% |
| 6M | +13.6% | -23.2% | +36.8% | +17.4% |
| YTD | +8.1% | -39.1% | +47.2% | +14.9% |
| 1Y | +13.1% | -42.5% | +55.6% | +20.9% |
| 3Y | +87.0% | -18.3% | +105.2% | +88.3% |
| 5Y | +76.0% | -71.7% | +147.7% | +77.9% |
| All | +120.5% | -74.4% | +195.0% | +124.9% |
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