+62.0%
XLB vs GRAB
-72.7%
+134.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.6% |
| 7D | -0.2% | -6.1% | +5.8% | +0.2% |
| 30D | -1.7% | -11.2% | +9.5% | -0.9% |
| 3M | +4.4% | -2.4% | +6.8% | +4.4% |
| 6M | +5.0% | -18.3% | +23.4% | +6.5% |
| YTD | +15.5% | -34.9% | +50.3% | +18.9% |
| 1Y | +14.9% | -37.4% | +52.3% | +18.5% |
| 3Y | +34.5% | -12.6% | +47.2% | +34.2% |
| 5Y | +36.5% | -69.7% | +106.3% | +36.0% |
| All | +62.0% | -72.7% | +134.7% | +63.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling