+78.9%
XLC vs GRAB
-74.3%
+153.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +0.5% | -10.8% | +11.3% | +1.8% |
| 30D | +2.1% | -15.5% | +17.6% | +4.1% |
| 3M | +0.7% | -9.0% | +9.6% | +1.7% |
| 6M | -3.2% | -21.6% | +18.4% | -0.6% |
| YTD | -3.8% | -38.9% | +35.1% | +1.4% |
| 1Y | -2.0% | -44.8% | +42.8% | +4.2% |
| 3Y | +71.4% | -18.4% | +89.8% | +71.8% |
| 5Y | +40.7% | -71.6% | +112.3% | +40.1% |
| All | +78.9% | -74.3% | +153.3% | +84.6% |
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 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