-74.3%
GRAB vs NYT
+63.7%
-138.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | -10.8% | -0.6% | -10.2% | -10.6% |
| 30D | -15.5% | +4.6% | -20.1% | -16.8% |
| 3M | -9.0% | -9.6% | +0.6% | -6.3% |
| 6M | -21.6% | -14.0% | -7.6% | -18.2% |
| YTD | -38.9% | -2.8% | -36.0% | -39.3% |
| 1Y | -44.8% | +15.6% | -60.4% | -48.9% |
| 3Y | -18.4% | +56.3% | -74.8% | -35.1% |
| 5Y | -71.6% | +39.5% | -111.1% | -79.3% |
| All | -74.3% | +63.7% | -138.0% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling