+43.3%
XLP vs GRAB
-74.4%
+117.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | -2.9% | -13.9% | +11.0% | -2.7% |
| 30D | -2.2% | -17.2% | +14.9% | -2.0% |
| 3M | -0.6% | -7.9% | +7.3% | -0.5% |
| 6M | -2.2% | -23.2% | +21.1% | -1.9% |
| YTD | +8.3% | -39.1% | +47.3% | +8.8% |
| 1Y | +5.7% | -42.5% | +48.3% | +6.3% |
| 3Y | +25.7% | -18.3% | +43.9% | +25.4% |
| 5Y | +31.3% | -71.7% | +103.0% | +29.4% |
| All | +43.3% | -74.4% | +117.7% | +42.1% |
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