-49.7%
NRG vs GRAB
-39.6%
-10.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +7.7% | -21.2% | -14.4% |
| 7D | -13.7% | +22.2% | -35.9% | -16.6% |
| 30D | -13.6% | +6.0% | -19.6% | -14.3% |
| 3M | -28.5% | -9.7% | -18.8% | -27.0% |
| 6M | -45.8% | -7.2% | -38.6% | -45.3% |
| YTD | -46.9% | -32.7% | -14.3% | -41.7% |
| 1Y | -49.7% | -41.9% | -7.8% | -42.2% |
| All | -49.7% | -39.6% | -10.1% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling