-74.3%
GRAB vs NLY
+43.7%
-118.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -10.8% | -4.0% | -6.8% | -9.1% |
| 30D | -15.5% | -5.2% | -10.3% | -13.4% |
| 3M | -9.0% | +2.8% | -11.8% | -10.2% |
| 6M | -21.6% | +4.2% | -25.8% | -23.1% |
| YTD | -38.9% | +4.7% | -43.5% | -40.4% |
| 1Y | -44.8% | +12.7% | -57.6% | -48.1% |
| 3Y | -18.4% | +62.5% | -81.0% | -35.6% |
| 5Y | -71.6% | +26.3% | -98.0% | -75.3% |
| All | -74.3% | +43.7% | -118.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling