-38.3%
GRAB vs NLY
+0.3%
-38.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +26.1% | +2.1% | +24.0% | +24.7% |
| 30D | +13.4% | +2.3% | +11.0% | +11.9% |
| 3M | -7.0% | -13.7% | +6.7% | -0.5% |
| 6M | -5.4% | -9.6% | +4.2% | -1.0% |
| YTD | -30.3% | -6.5% | -23.8% | -29.0% |
| 1Y | -38.3% | -0.6% | -37.7% | -36.0% |
| All | -38.3% | +0.3% | -38.6% | -36.0% |
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