+57.8%
XLP vs GRAB
-71.1%
+128.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +0.1% | +20.3% | -20.2% | -0.2% |
| 30D | +8.9% | +7.8% | +1.1% | +8.8% |
| 3M | +7.5% | -6.0% | +13.5% | +7.5% |
| 6M | +9.4% | -7.5% | +17.0% | +9.5% |
| YTD | +19.3% | -31.1% | +50.3% | +19.7% |
| 1Y | +21.7% | -38.1% | +59.9% | +22.3% |
| 3Y | +44.0% | +4.6% | +39.4% | +43.2% |
| 5Y | +42.8% | -77.9% | +120.7% | +39.9% |
| All | +57.8% | -71.1% | +128.9% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling