+30.8%
XLV vs GRAB
-18.7%
+49.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.6% | -10.8% | +7.3% | -2.9% |
| 30D | -1.8% | -15.5% | +13.7% | -0.8% |
| 3M | +7.8% | -9.0% | +16.7% | +8.3% |
| 6M | +9.1% | -21.6% | +30.7% | +10.5% |
| YTD | +7.7% | -38.9% | +46.6% | +10.6% |
| 1Y | +20.4% | -44.8% | +65.3% | +24.1% |
| 3Y | +30.8% | -18.4% | +49.2% | +29.5% |
| All | +30.8% | -18.7% | +49.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling