+70.3%
XLI vs GRAB
-18.7%
+89.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | -1.7% | -10.8% | +9.2% | -0.1% |
| 30D | -7.3% | -15.5% | +8.2% | -5.1% |
| 3M | -1.3% | -9.0% | +7.6% | -0.3% |
| 6M | +2.2% | -21.6% | +23.8% | +5.4% |
| YTD | +11.7% | -38.9% | +50.6% | +18.9% |
| 1Y | +14.3% | -44.8% | +59.1% | +23.1% |
| 3Y | +70.3% | -18.4% | +88.8% | +68.8% |
| All | +70.3% | -18.7% | +89.0% | +68.8% |
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