-18.4%
GRAB vs NUE
+61.7%
-80.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.1% |
| 7D | -10.8% | -0.6% | -10.2% | -10.7% |
| 30D | -15.5% | -4.6% | -11.0% | -14.9% |
| 3M | -9.0% | -0.3% | -8.6% | -9.0% |
| 6M | -21.6% | +51.9% | -73.5% | -27.8% |
| YTD | -38.9% | +60.0% | -98.9% | -44.3% |
| 1Y | -44.8% | +82.9% | -127.7% | -51.0% |
| 3Y | -18.4% | +66.0% | -84.4% | -33.9% |
| All | -18.4% | +61.7% | -80.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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