+297.6%
NRG vs GRAB
-74.3%
+371.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -4.7% | -10.8% | +6.1% | -3.5% |
| 30D | -6.0% | -15.5% | +9.5% | -4.3% |
| 3M | -8.0% | -9.0% | +1.0% | -7.2% |
| 6M | -23.2% | -21.6% | -1.6% | -21.4% |
| YTD | -28.1% | -38.9% | +10.8% | -24.6% |
| 1Y | -27.3% | -44.8% | +17.6% | -23.0% |
| 3Y | +208.7% | -18.4% | +227.1% | +215.2% |
| 5Y | +197.7% | -71.6% | +269.3% | +200.5% |
| All | +297.6% | -74.3% | +371.9% | +319.5% |
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