-74.4%
GRAB vs NOC
+86.3%
-160.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.5% |
| 7D | -13.9% | -1.6% | -12.3% | -13.9% |
| 30D | -17.2% | -10.4% | -6.8% | -17.4% |
| 3M | -7.9% | -5.6% | -2.3% | -8.0% |
| 6M | -23.2% | -30.4% | +7.2% | -24.3% |
| YTD | -39.1% | -8.5% | -30.6% | -39.1% |
| 1Y | -42.5% | -8.3% | -34.2% | -42.5% |
| 3Y | -18.3% | +28.2% | -46.5% | -15.3% |
| 5Y | -71.7% | +56.7% | -128.4% | -68.4% |
| All | -74.4% | +86.3% | -160.7% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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