-41.9%
GRAB vs NI
+9.5%
-51.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.6% |
| 7D | +22.2% | +3.9% | +18.2% | +22.1% |
| 30D | +6.0% | +15.3% | -9.3% | +5.9% |
| 3M | -9.7% | +2.4% | -12.1% | -8.9% |
| 6M | -7.2% | -4.5% | -2.7% | -5.2% |
| YTD | -32.7% | +11.4% | -44.0% | -37.6% |
| 1Y | -41.9% | +8.5% | -50.4% | -44.4% |
| All | -41.9% | +9.5% | -51.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling