-41.4%
NCLH vs GRAB
-71.8%
+30.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -4.8% | -10.8% | +6.0% | -2.0% |
| 30D | -21.7% | -15.5% | -6.2% | -18.2% |
| 3M | -22.2% | -9.0% | -13.3% | -20.4% |
| 6M | -27.5% | -21.6% | -5.9% | -22.9% |
| YTD | -33.6% | -38.9% | +5.3% | -25.0% |
| 1Y | -45.0% | -44.8% | -0.1% | -36.6% |
| 3Y | -11.0% | -18.4% | +7.4% | -8.4% |
| All | -41.4% | -71.8% | +30.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling