+149.9%
NEM vs GRAB
-74.3%
+224.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -1.0% | -10.8% | +9.8% | -0.2% |
| 30D | +7.8% | -15.5% | +23.3% | +9.2% |
| 3M | +30.2% | -9.0% | +39.2% | +30.9% |
| 6M | +9.6% | -21.6% | +31.2% | +11.4% |
| YTD | +27.8% | -38.9% | +66.7% | +32.2% |
| 1Y | +60.7% | -44.8% | +105.5% | +67.1% |
| 3Y | +245.3% | -18.4% | +263.7% | +247.6% |
| 5Y | +155.3% | -71.6% | +227.0% | +159.6% |
| All | +149.9% | -74.3% | +224.2% | +159.9% |
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