+32.1%
XEL vs GRAB
-74.3%
+106.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -0.3% | -10.8% | +10.5% | -0.3% |
| 30D | -3.9% | -15.5% | +11.6% | -3.9% |
| 3M | -2.8% | -9.0% | +6.1% | -2.8% |
| 6M | -5.4% | -21.6% | +16.2% | -5.3% |
| YTD | +3.8% | -38.9% | +42.6% | +3.9% |
| 1Y | +6.8% | -44.8% | +51.7% | +7.0% |
| 3Y | +45.6% | -18.4% | +64.0% | +45.6% |
| 5Y | +30.7% | -71.6% | +102.3% | +28.5% |
| All | +32.1% | -74.3% | +106.5% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling