+58.9%
XLB vs GRAB
-74.3%
+133.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | -2.8% | -10.8% | +8.0% | -2.0% |
| 30D | -3.1% | -15.5% | +12.4% | -1.9% |
| 3M | -0.2% | -9.0% | +8.8% | +0.4% |
| 6M | +3.1% | -21.6% | +24.7% | +4.8% |
| YTD | +13.3% | -38.9% | +52.1% | +17.2% |
| 1Y | +12.0% | -44.8% | +56.9% | +16.6% |
| 3Y | +31.4% | -18.4% | +49.9% | +31.8% |
| 5Y | +33.9% | -71.6% | +105.6% | +34.1% |
| All | +58.9% | -74.3% | +133.2% | +61.3% |
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