+438.1%
XOM vs GRAB
-74.3%
+512.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.4% |
| 7D | +4.1% | -10.8% | +14.9% | +4.3% |
| 30D | +4.6% | -15.5% | +20.1% | +4.9% |
| 3M | +14.0% | -9.0% | +22.9% | +14.1% |
| 6M | +11.0% | -21.6% | +32.6% | +11.5% |
| YTD | +40.7% | -38.9% | +79.6% | +42.4% |
| 1Y | +52.3% | -44.8% | +97.2% | +54.6% |
| 3Y | +60.5% | -18.4% | +78.9% | +59.9% |
| 5Y | +266.4% | -71.6% | +338.0% | +257.4% |
| All | +438.1% | -74.3% | +512.4% | +457.9% |
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