-35.4%
NCLH vs GRAB
-74.3%
+39.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -4.8% | -10.8% | +6.0% | -2.1% |
| 30D | -21.7% | -15.5% | -6.2% | -18.4% |
| 3M | -22.2% | -9.0% | -13.3% | -20.5% |
| 6M | -27.5% | -21.6% | -5.9% | -23.1% |
| YTD | -33.6% | -38.9% | +5.3% | -25.4% |
| 1Y | -45.0% | -44.8% | -0.1% | -37.0% |
| 3Y | -11.0% | -18.4% | +7.4% | -8.4% |
| 5Y | -39.7% | -71.6% | +31.9% | -38.4% |
| All | -35.4% | -74.3% | +39.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling