+113.2%
XLI vs GRAB
-74.4%
+187.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.1% |
| 7D | -0.6% | -13.9% | +13.3% | +0.4% |
| 30D | -6.9% | -17.2% | +10.2% | -5.7% |
| 3M | -1.9% | -7.9% | +5.9% | -1.5% |
| 6M | +1.0% | -23.2% | +24.3% | +2.7% |
| YTD | +11.3% | -39.1% | +50.4% | +14.8% |
| 1Y | +15.8% | -42.5% | +58.3% | +19.7% |
| 3Y | +69.8% | -18.3% | +88.1% | +70.7% |
| 5Y | +80.9% | -71.7% | +152.6% | +79.6% |
| All | +113.2% | -74.4% | +187.6% | +115.9% |
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