-71.2%
GRAB vs XPO
+261.3%
-332.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -10.8% | -5.7% | -5.2% | -9.2% |
| 30D | -15.5% | -12.8% | -2.7% | -12.1% |
| 3M | -9.0% | -20.0% | +11.0% | -3.3% |
| 6M | -21.6% | -6.0% | -15.5% | -21.0% |
| YTD | -38.9% | +34.0% | -72.9% | -45.4% |
| 1Y | -44.8% | +35.6% | -80.4% | -51.3% |
| 3Y | -18.4% | +152.3% | -170.7% | -45.9% |
| All | -71.2% | +261.3% | -332.5% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling