-71.2%
GRAB vs XYL
-16.2%
-55.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -10.8% | +1.2% | -12.0% | -11.5% |
| 30D | -15.5% | -11.9% | -3.6% | -9.5% |
| 3M | -9.0% | -1.5% | -7.4% | -8.5% |
| 6M | -21.6% | -11.9% | -9.7% | -16.6% |
| YTD | -38.9% | -20.6% | -18.3% | -31.7% |
| 1Y | -44.8% | -23.5% | -21.3% | -36.9% |
| 3Y | -18.4% | +14.9% | -33.3% | -31.0% |
| All | -71.2% | -16.2% | -55.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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