-44.8%
GRAB vs NLY
+12.5%
-57.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -10.8% | -4.0% | -6.8% | -9.6% |
| 30D | -15.5% | -5.2% | -10.3% | -13.9% |
| 3M | -9.0% | +2.8% | -11.8% | -9.6% |
| 6M | -21.6% | +4.2% | -25.8% | -22.9% |
| YTD | -38.9% | +4.7% | -43.5% | -39.6% |
| 1Y | -44.8% | +12.7% | -57.6% | -45.4% |
| All | -44.8% | +12.5% | -57.4% | -45.4% |
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