-9.9%
GRAB vs NVD
-99.1%
+89.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -0.5% |
| 7D | -12.0% | +9.0% | -21.0% | -11.1% |
| 30D | -19.5% | -5.5% | -14.1% | -19.7% |
| 3M | -8.0% | -24.6% | +16.7% | -10.0% |
| 6M | -22.2% | -42.1% | +19.8% | -25.4% |
| YTD | -39.7% | -44.3% | +4.7% | -42.1% |
| 1Y | -43.2% | -54.2% | +11.0% | -46.0% |
| 3Y | -19.1% | -99.1% | +80.0% | -39.0% |
| All | -9.9% | -99.1% | +89.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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