-38.3%
GRAB vs NYT
+11.3%
-49.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.6% |
| 7D | +26.1% | -5.5% | +31.6% | +26.1% |
| 30D | +13.4% | +2.7% | +10.6% | +12.8% |
| 3M | -7.0% | +0.5% | -7.5% | -7.9% |
| 6M | -5.4% | -14.6% | +9.1% | -5.0% |
| YTD | -30.3% | -4.4% | -25.9% | -29.8% |
| 1Y | -38.3% | +15.2% | -53.5% | -38.6% |
| All | -38.3% | +11.3% | -49.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling