+122.1%
XLF vs GRAB
-74.7%
+196.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -2.9% | -12.0% | +9.1% | -2.0% |
| 30D | -1.6% | -19.5% | +17.9% | -0.2% |
| 3M | +9.3% | -8.0% | +17.2% | +9.8% |
| 6M | +14.6% | -22.2% | +36.8% | +16.4% |
| YTD | +4.7% | -39.7% | +44.4% | +8.1% |
| 1Y | +8.6% | -43.2% | +51.8% | +12.4% |
| 3Y | +73.9% | -19.1% | +92.9% | +74.7% |
| 5Y | +65.0% | -72.0% | +137.0% | +62.9% |
| All | +122.1% | -74.7% | +196.8% | +125.2% |
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