+74.2%
XLF vs GRAB
-18.7%
+92.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | -1.5% | -10.8% | +9.4% | 0.0% |
| 30D | -1.2% | -15.5% | +14.4% | +1.0% |
| 3M | +9.2% | -9.0% | +18.1% | +10.3% |
| 6M | +16.3% | -21.6% | +37.9% | +19.7% |
| YTD | +5.4% | -38.9% | +44.3% | +11.8% |
| 1Y | +7.6% | -44.8% | +52.5% | +15.2% |
| 3Y | +74.2% | -18.4% | +92.7% | +75.1% |
| All | +74.2% | -18.7% | +92.9% | +75.1% |
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