+18.4%
XBI vs GRAB
-74.3%
+92.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -4.6% | -10.8% | +6.2% | -2.7% |
| 30D | -2.0% | -15.5% | +13.5% | +0.9% |
| 3M | +17.8% | -9.0% | +26.7% | +19.3% |
| 6M | +23.7% | -21.6% | +45.3% | +28.6% |
| YTD | +28.2% | -38.9% | +67.1% | +38.9% |
| 1Y | +64.0% | -44.8% | +108.8% | +80.1% |
| 3Y | +99.4% | -18.4% | +117.8% | +98.2% |
| 5Y | +19.3% | -71.6% | +91.0% | +20.5% |
| All | +18.4% | -74.3% | +92.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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