+17.3%
VZ vs GRAB
-71.2%
+88.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -5.3% | +5.3% | +0.1% |
| 30D | +7.9% | -8.6% | +16.5% | +7.9% |
| 3M | +13.6% | -1.2% | +14.8% | +13.7% |
| 6M | +1.1% | -16.6% | +17.7% | +1.1% |
| YTD | +29.3% | -31.5% | +60.8% | +29.4% |
| 1Y | +21.2% | -32.3% | +53.5% | +21.3% |
| 3Y | +75.9% | -10.7% | +86.6% | +75.0% |
| 5Y | +24.1% | -67.9% | +91.9% | +20.7% |
| All | +17.3% | -71.2% | +88.5% | +17.1% |
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