-41.9%
GRAB vs NSC
+24.4%
-66.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.5% |
| 7D | +22.2% | +1.8% | +20.4% | +21.7% |
| 30D | +6.0% | +8.8% | -2.8% | +4.4% |
| 3M | -9.7% | +1.2% | -10.9% | -10.0% |
| 6M | -7.2% | +11.3% | -18.5% | -8.6% |
| YTD | -32.7% | +20.7% | -53.4% | -33.2% |
| 1Y | -41.9% | +23.4% | -65.3% | -43.4% |
| All | -41.9% | +24.4% | -66.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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