-74.4%
GRAB vs XME
+316.1%
-390.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -6.2% |
| 7D | -13.9% | -0.2% | -13.7% | -13.8% |
| 30D | -17.2% | +1.4% | -18.6% | -17.7% |
| 3M | -7.9% | +2.7% | -10.6% | -9.4% |
| 6M | -23.2% | +6.5% | -29.7% | -25.9% |
| YTD | -39.1% | +15.2% | -54.3% | -43.5% |
| 1Y | -42.5% | +43.5% | -86.0% | -51.4% |
| 3Y | -18.3% | +135.9% | -154.1% | -43.8% |
| 5Y | -71.7% | +181.5% | -253.2% | -81.7% |
| All | -74.4% | +316.1% | -390.5% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling