+153.6%
NEM vs GRAB
-74.4%
+228.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.7% | +1.8% |
| 7D | +3.1% | -13.9% | +16.9% | +4.2% |
| 30D | +10.0% | -17.2% | +27.2% | +11.5% |
| 3M | +30.9% | -7.9% | +38.8% | +31.5% |
| 6M | +10.5% | -23.2% | +33.8% | +12.5% |
| YTD | +29.7% | -39.1% | +68.8% | +34.2% |
| 1Y | +71.1% | -42.5% | +113.7% | +77.5% |
| 3Y | +252.1% | -18.3% | +270.4% | +254.4% |
| 5Y | +157.7% | -71.7% | +229.4% | +162.1% |
| All | +153.6% | -74.4% | +228.1% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling