+5.7%
XLP vs GRAB
-41.1%
+46.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.3% |
| 7D | -2.9% | -13.9% | +11.0% | -3.3% |
| 30D | -2.2% | -17.2% | +14.9% | -2.8% |
| 3M | -0.6% | -7.9% | +7.3% | -0.5% |
| 6M | -2.2% | -23.2% | +21.1% | -3.0% |
| YTD | +8.3% | -39.1% | +47.3% | +5.6% |
| 1Y | +5.7% | -42.5% | +48.3% | +3.3% |
| All | +5.7% | -41.1% | +46.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling