-44.8%
GRAB vs XME
+34.9%
-79.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -10.8% | -4.2% | -6.6% | -9.6% |
| 30D | -15.5% | -2.7% | -12.8% | -14.9% |
| 3M | -9.0% | -3.9% | -5.0% | -7.8% |
| 6M | -21.6% | -1.0% | -20.6% | -22.1% |
| YTD | -38.9% | +9.8% | -48.7% | -42.9% |
| 1Y | -44.8% | +32.5% | -77.4% | -51.9% |
| All | -44.8% | +34.9% | -79.7% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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