-59.2%
NKE vs GRAB
-18.7%
-40.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.2% | -10.8% | +6.7% | -2.3% |
| 30D | -8.2% | -15.5% | +7.3% | -5.6% |
| 3M | -19.1% | -9.0% | -10.1% | -17.9% |
| 6M | -32.6% | -21.6% | -11.0% | -30.1% |
| YTD | -40.7% | -38.9% | -1.8% | -36.3% |
| 1Y | -48.9% | -44.8% | -4.0% | -44.5% |
| 3Y | -59.2% | -18.4% | -40.8% | -60.0% |
| All | -59.2% | -18.7% | -40.6% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling