+57.0%
XLE vs GRAB
-13.3%
+70.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.3% |
| 7D | 0.0% | -6.1% | +6.1% | +0.3% |
| 30D | +12.6% | -11.2% | +23.8% | +13.2% |
| 3M | +11.8% | -2.4% | +14.2% | +11.7% |
| 6M | +16.1% | -18.3% | +34.4% | +17.3% |
| YTD | +46.9% | -34.9% | +81.7% | +51.3% |
| 1Y | +53.3% | -37.4% | +90.6% | +58.2% |
| All | +57.0% | -13.3% | +70.3% | +51.0% |
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