+195.0%
NOK vs GRAB
-74.4%
+269.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | +9.3% | -13.9% | +23.2% | +9.9% |
| 30D | +17.9% | -17.2% | +35.0% | +18.7% |
| 3M | -22.3% | -7.9% | -14.4% | -22.2% |
| 6M | +36.4% | -23.2% | +59.6% | +37.5% |
| YTD | +66.3% | -39.1% | +105.4% | +69.0% |
| 1Y | +134.4% | -42.5% | +177.0% | +138.5% |
| 3Y | +186.6% | -18.3% | +204.9% | +186.2% |
| 5Y | +102.7% | -71.7% | +174.4% | +81.4% |
| All | +195.0% | -74.4% | +269.5% | +133.7% |
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