+227.7%
XLE vs GRAB
-71.6%
+299.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.1% |
| 7D | +0.3% | -13.9% | +14.2% | +1.0% |
| 30D | +8.5% | -17.2% | +25.7% | +9.4% |
| 3M | +14.6% | -7.9% | +22.5% | +14.8% |
| 6M | +17.6% | -23.2% | +40.8% | +18.8% |
| YTD | +48.1% | -39.1% | +87.2% | +51.4% |
| 1Y | +53.8% | -42.5% | +96.3% | +57.6% |
| 3Y | +56.2% | -18.3% | +74.5% | +55.8% |
| 5Y | +227.7% | -71.7% | +299.4% | +227.5% |
| All | +227.7% | -71.6% | +299.3% | +227.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling