-74.7%
GRAB vs XPO
+388.8%
-463.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -12.0% | -1.3% | -10.7% | -11.6% |
| 30D | -19.5% | -10.4% | -9.2% | -17.0% |
| 3M | -8.0% | -15.7% | +7.7% | -3.8% |
| 6M | -22.2% | -6.3% | -15.9% | -21.6% |
| YTD | -39.7% | +34.2% | -73.8% | -46.0% |
| 1Y | -43.2% | +39.9% | -83.2% | -50.2% |
| 3Y | -19.1% | +155.2% | -174.3% | -45.7% |
| 5Y | -72.0% | +264.7% | -336.7% | -85.4% |
| All | -74.7% | +388.8% | -463.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling