+57.3%
EEM vs GRAB
-74.4%
+131.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +2.0% | -13.9% | +15.9% | +3.7% |
| 30D | +5.1% | -17.2% | +22.2% | +7.3% |
| 3M | +4.6% | -7.9% | +12.5% | +5.3% |
| 6M | +17.8% | -23.2% | +41.0% | +21.0% |
| YTD | +25.8% | -39.1% | +64.9% | +32.4% |
| 1Y | +36.4% | -42.5% | +78.9% | +44.1% |
| 3Y | +90.0% | -18.3% | +108.3% | +90.7% |
| 5Y | +46.6% | -71.7% | +118.3% | +46.7% |
| All | +57.3% | -74.4% | +131.7% | +61.5% |
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