+339.2%
XLE vs GRAB
-72.8%
+411.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | -5.0% | +10.4% | +5.6% |
| 30D | -3.9% | +11.3% | -15.3% | -4.3% |
| 3M | +7.0% | -12.4% | +19.5% | +7.5% |
| 6M | +14.2% | -10.7% | +25.0% | +14.5% |
| YTD | +48.2% | -35.1% | +83.2% | +50.5% |
| 1Y | +47.7% | -41.5% | +89.2% | +50.8% |
| 3Y | +70.0% | -2.7% | +72.7% | +68.7% |
| 5Y | +169.1% | -80.2% | +249.3% | +162.0% |
| All | +339.2% | -72.8% | +411.9% | +344.5% |
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