+31.4%
XLB vs GRAB
-18.7%
+50.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | -2.8% | -10.8% | +8.0% | -1.5% |
| 30D | -3.1% | -15.5% | +12.4% | -1.1% |
| 3M | -0.2% | -9.0% | +8.8% | +0.8% |
| 6M | +3.1% | -21.6% | +24.7% | +5.8% |
| YTD | +13.3% | -38.9% | +52.1% | +19.7% |
| 1Y | +12.0% | -44.8% | +56.9% | +19.5% |
| 3Y | +31.4% | -18.4% | +49.9% | +32.0% |
| All | +31.4% | -18.7% | +50.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling