+47.1%
VWO vs GRAB
-74.3%
+121.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.8% | -10.8% | +9.0% | -0.6% |
| 30D | -0.1% | -15.5% | +15.4% | +1.6% |
| 3M | +2.2% | -9.0% | +11.2% | +3.1% |
| 6M | +8.8% | -21.6% | +30.3% | +11.3% |
| YTD | +12.4% | -38.9% | +51.3% | +17.8% |
| 1Y | +15.6% | -44.8% | +60.4% | +22.2% |
| 3Y | +62.5% | -18.4% | +81.0% | +63.0% |
| 5Y | +34.3% | -71.6% | +105.9% | +34.2% |
| All | +47.1% | -74.3% | +121.5% | +50.7% |
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 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