+59.4%
XLU vs GRAB
-74.3%
+133.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | -10.8% | +9.2% | -1.4% |
| 30D | -3.3% | -15.5% | +12.2% | -3.0% |
| 3M | -3.2% | -9.0% | +5.8% | -3.0% |
| 6M | -7.0% | -21.6% | +14.6% | -6.6% |
| YTD | +0.6% | -38.9% | +39.5% | +1.6% |
| 1Y | +2.4% | -44.8% | +47.3% | +3.6% |
| 3Y | +46.3% | -18.4% | +64.7% | +46.5% |
| 5Y | +44.0% | -71.6% | +115.6% | +42.1% |
| All | +59.4% | -74.3% | +133.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling