+49.3%
XLY vs GRAB
-74.3%
+123.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -1.7% | -10.8% | +9.1% | -0.2% |
| 30D | -4.2% | -15.5% | +11.3% | -2.0% |
| 3M | -2.7% | -9.0% | +6.3% | -1.5% |
| 6M | -0.6% | -21.6% | +21.0% | +2.5% |
| YTD | -5.0% | -38.9% | +33.9% | +1.0% |
| 1Y | -4.1% | -44.8% | +40.7% | +3.1% |
| 3Y | +33.6% | -18.4% | +52.0% | +34.3% |
| 5Y | +28.7% | -71.6% | +100.3% | +28.4% |
| All | +49.3% | -74.3% | +123.7% | +52.4% |
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