-7.9%
GRAB vs XE
-23.2%
+15.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.9% | +3.4% | -5.6% |
| 7D | -13.9% | -4.6% | -9.2% | -13.4% |
| 30D | -17.2% | -16.4% | -0.8% | -15.8% |
| 3M | -7.9% | -15.5% | +7.6% | -7.2% |
| All | -7.9% | -23.2% | +15.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling