-18.4%
GRAB vs NI
+68.9%
-87.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -10.8% | 0.0% | -10.9% | -10.8% |
| 30D | -15.5% | -1.4% | -14.1% | -15.2% |
| 3M | -9.0% | -10.6% | +1.6% | -6.4% |
| 6M | -21.6% | -9.3% | -12.3% | -19.8% |
| YTD | -38.9% | +1.1% | -40.0% | -39.8% |
| 1Y | -44.8% | +3.4% | -48.2% | -46.0% |
| 3Y | -18.4% | +67.9% | -86.3% | -25.4% |
| All | -18.4% | +68.9% | -87.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling