+330.6%
XLE vs GRAB
-71.2%
+401.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -5.3% | +7.5% | +2.4% |
| 30D | +11.8% | -8.6% | +20.3% | +12.1% |
| 3M | +9.8% | -1.2% | +11.0% | +9.8% |
| 6M | +15.6% | -16.6% | +32.2% | +16.3% |
| YTD | +45.3% | -31.5% | +76.7% | +47.4% |
| 1Y | +48.3% | -32.3% | +80.6% | +50.4% |
| 3Y | +55.4% | -10.7% | +66.1% | +54.7% |
| 5Y | +216.1% | -67.9% | +284.0% | +208.6% |
| All | +330.6% | -71.2% | +401.8% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling