+213.6%
XLK vs GRAB
-74.3%
+287.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.2% | -10.8% | +11.0% | +1.6% |
| 30D | -0.6% | -15.5% | +14.9% | +1.5% |
| 3M | +2.6% | -9.0% | +11.5% | +3.5% |
| 6M | +34.0% | -21.6% | +55.6% | +37.8% |
| YTD | +30.7% | -38.9% | +69.5% | +38.4% |
| 1Y | +39.2% | -44.8% | +84.0% | +49.1% |
| 3Y | +120.4% | -18.4% | +138.9% | +122.8% |
| 5Y | +148.8% | -71.6% | +220.4% | +151.9% |
| All | +213.6% | -74.3% | +287.9% | +218.5% |
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