+289.9%
NTAP vs GRAB
-74.4%
+364.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.1% | -1.7% |
| 7D | +2.2% | -13.9% | +16.1% | +3.6% |
| 30D | -7.0% | -17.2% | +10.1% | -5.5% |
| 3M | +12.3% | -7.9% | +20.2% | +12.9% |
| 6M | +85.1% | -23.2% | +108.4% | +89.1% |
| YTD | +74.8% | -39.1% | +113.8% | +82.2% |
| 1Y | +52.7% | -42.5% | +95.2% | +59.8% |
| 3Y | +147.7% | -18.3% | +165.9% | +149.9% |
| 5Y | +124.8% | -71.7% | +196.5% | +124.7% |
| All | +289.9% | -74.4% | +364.4% | +292.0% |
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 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