-74.3%
GRAB vs NTRS
+143.2%
-217.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | -10.8% | +1.4% | -12.2% | -11.2% |
| 30D | -15.5% | -0.7% | -14.9% | -15.4% |
| 3M | -9.0% | +11.3% | -20.3% | -12.6% |
| 6M | -21.6% | +35.5% | -57.1% | -30.1% |
| YTD | -38.9% | +40.6% | -79.5% | -46.4% |
| 1Y | -44.8% | +49.2% | -94.1% | -52.7% |
| 3Y | -18.4% | +167.2% | -185.7% | -43.2% |
| 5Y | -71.6% | +94.9% | -166.6% | -79.2% |
| All | -74.3% | +143.2% | -217.6% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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