+58.1%
XLP vs GRAB
-71.8%
+129.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +2.3% | +7.4% | -5.0% | +2.2% |
| 30D | +9.1% | +5.0% | +4.1% | +9.0% |
| 3M | +7.9% | -8.7% | +16.6% | +7.9% |
| 6M | +9.6% | -9.9% | +19.6% | +9.7% |
| YTD | +19.4% | -32.9% | +52.3% | +19.9% |
| 1Y | +22.4% | -43.2% | +65.6% | +23.1% |
| 3Y | +43.2% | +2.4% | +40.7% | +42.5% |
| 5Y | +42.6% | -77.9% | +120.5% | +39.8% |
| All | +58.1% | -71.8% | +129.9% | +56.6% |
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