-44.8%
GRAB vs XLRE
+7.1%
-52.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | -10.8% | -1.2% | -9.7% | -10.5% |
| 30D | -15.5% | -2.4% | -13.1% | -14.9% |
| 3M | -9.0% | -2.5% | -6.5% | -8.4% |
| 6M | -21.6% | +4.0% | -25.6% | -22.8% |
| YTD | -38.9% | +9.3% | -48.2% | -40.6% |
| 1Y | -44.8% | +5.6% | -50.4% | -47.4% |
| All | -44.8% | +7.1% | -52.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling