+32.0%
XLP vs GRAB
-69.6%
+101.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | -1.4% | -6.1% | +4.6% | -1.3% |
| 30D | -1.3% | -11.2% | +9.9% | -1.1% |
| 3M | +1.8% | -2.4% | +4.2% | +1.9% |
| 6M | -0.8% | -18.3% | +17.5% | -0.5% |
| YTD | +9.5% | -34.9% | +44.4% | +10.2% |
| 1Y | +7.2% | -37.4% | +44.6% | +7.8% |
| 3Y | +27.1% | -12.6% | +39.8% | +26.6% |
| 5Y | +32.0% | -69.7% | +101.8% | +29.3% |
| All | +32.0% | -69.6% | +101.7% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling