+63.9%
XLV vs GRAB
-74.3%
+138.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -3.6% | -10.8% | +7.3% | -3.1% |
| 30D | -1.8% | -15.5% | +13.7% | -1.2% |
| 3M | +7.8% | -9.0% | +16.7% | +8.1% |
| 6M | +9.1% | -21.6% | +30.7% | +10.0% |
| YTD | +7.7% | -38.9% | +46.6% | +9.6% |
| 1Y | +20.4% | -44.8% | +65.3% | +22.8% |
| 3Y | +30.8% | -18.4% | +49.2% | +30.7% |
| 5Y | +34.6% | -71.6% | +106.3% | +33.4% |
| All | +63.9% | -74.3% | +138.3% | +64.6% |
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