-74.3%
GRAB vs NTR
+87.9%
-162.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -1.3% | -9.5% | -10.7% |
| 30D | -15.5% | +16.8% | -32.3% | -17.1% |
| 3M | -9.0% | +20.7% | -29.7% | -11.2% |
| 6M | -21.6% | +0.5% | -22.1% | -21.9% |
| YTD | -38.9% | +29.2% | -68.1% | -41.6% |
| 1Y | -44.8% | +39.6% | -84.4% | -48.0% |
| 3Y | -18.4% | +37.9% | -56.3% | -23.9% |
| 5Y | -71.6% | +47.1% | -118.7% | -75.5% |
| All | -74.3% | +87.9% | -162.2% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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