+39.9%
XRT vs GRAB
-19.7%
+59.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -3.6% | -12.0% | +8.4% | -1.8% |
| 30D | -6.7% | -19.5% | +12.8% | -3.9% |
| 3M | -1.4% | -8.0% | +6.6% | -0.4% |
| 6M | +1.7% | -22.2% | +23.9% | +5.0% |
| YTD | -1.5% | -39.7% | +38.2% | +4.8% |
| 1Y | -2.5% | -43.2% | +40.7% | +4.2% |
| All | +39.9% | -19.7% | +59.6% | +38.0% |
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