-32.3%
GRAB vs NLY
+20.9%
-53.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.3% | -1.0% | -4.3% | -4.9% |
| 30D | -8.6% | +0.6% | -9.2% | -8.7% |
| 3M | -1.2% | +10.8% | -12.0% | -4.3% |
| 6M | -16.6% | +6.2% | -22.8% | -19.0% |
| YTD | -31.5% | +9.0% | -40.5% | -33.3% |
| 1Y | -32.3% | +19.3% | -51.6% | -33.1% |
| All | -32.3% | +20.9% | -53.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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