-74.4%
GRAB vs XYL
+18.3%
-92.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.9% |
| 7D | -13.9% | +0.8% | -14.7% | -14.3% |
| 30D | -17.2% | -10.8% | -6.3% | -12.2% |
| 3M | -7.9% | -2.5% | -5.3% | -7.0% |
| 6M | -23.2% | -12.2% | -11.1% | -18.5% |
| YTD | -39.1% | -20.1% | -19.0% | -32.6% |
| 1Y | -42.5% | -20.6% | -21.9% | -36.1% |
| 3Y | -18.3% | +17.3% | -35.6% | -30.0% |
| 5Y | -71.7% | -14.5% | -57.2% | -75.3% |
| All | -74.4% | +18.3% | -92.7% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling