-74.7%
GRAB vs NSC
+51.1%
-125.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -12.0% | -1.4% | -10.6% | -11.6% |
| 30D | -19.5% | -3.4% | -16.1% | -18.6% |
| 3M | -8.0% | +5.1% | -13.0% | -9.4% |
| 6M | -22.2% | +9.2% | -31.4% | -24.5% |
| YTD | -39.7% | +13.4% | -53.1% | -42.2% |
| 1Y | -43.2% | +20.8% | -64.0% | -46.7% |
| 3Y | -19.1% | +76.1% | -95.2% | -33.5% |
| 5Y | -72.0% | +45.3% | -117.3% | -75.7% |
| All | -74.7% | +51.1% | -125.8% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling