-18.4%
GRAB vs NSC
+73.4%
-91.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | -10.8% | -2.8% | -8.0% | -10.0% |
| 30D | -15.5% | -4.5% | -11.0% | -14.3% |
| 3M | -9.0% | +3.5% | -12.5% | -10.0% |
| 6M | -21.6% | +8.5% | -30.1% | -23.8% |
| YTD | -38.9% | +12.3% | -51.2% | -41.3% |
| 1Y | -44.8% | +18.9% | -63.8% | -48.0% |
| 3Y | -18.4% | +74.1% | -92.6% | -33.0% |
| All | -18.4% | +73.4% | -91.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling