-74.4%
GRAB vs NDAQ
+140.1%
-214.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.0% |
| 7D | -13.9% | -1.6% | -12.3% | -13.2% |
| 30D | -17.2% | -1.5% | -15.7% | -16.6% |
| 3M | -7.9% | +8.0% | -15.9% | -12.1% |
| 6M | -23.2% | +7.7% | -31.0% | -27.1% |
| YTD | -39.1% | -2.3% | -36.7% | -39.2% |
| 1Y | -42.5% | +0.6% | -43.1% | -43.8% |
| 3Y | -18.3% | +90.9% | -109.2% | -46.7% |
| 5Y | -71.7% | +52.5% | -124.2% | -80.6% |
| All | -74.4% | +140.1% | -214.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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