+122.8%
NTAP vs GRAB
-72.0%
+194.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.0% | -12.0% | +11.0% | +0.3% |
| 30D | -7.5% | -19.5% | +12.0% | -5.5% |
| 3M | +14.6% | -8.0% | +22.6% | +15.3% |
| 6M | +91.0% | -22.2% | +113.2% | +95.3% |
| YTD | +73.7% | -39.7% | +113.4% | +82.2% |
| 1Y | +51.2% | -43.2% | +94.4% | +59.4% |
| 3Y | +146.1% | -19.1% | +165.2% | +148.6% |
| 5Y | +122.8% | -72.0% | +194.8% | +117.2% |
| All | +122.8% | -72.0% | +194.8% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling