+125.3%
EMR vs GRAB
-72.7%
+198.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.5% | 0.0% |
| 7D | +3.1% | -6.1% | +9.1% | +3.6% |
| 30D | -3.5% | -11.2% | +7.7% | -2.5% |
| 3M | +9.8% | -2.4% | +12.2% | +9.9% |
| 6M | +10.8% | -18.3% | +29.1% | +12.6% |
| YTD | +15.9% | -34.9% | +50.8% | +19.8% |
| 1Y | +16.4% | -37.4% | +53.8% | +20.6% |
| 3Y | +62.1% | -12.6% | +74.7% | +63.3% |
| 5Y | +62.9% | -69.7% | +132.7% | +61.8% |
| All | +125.3% | -72.7% | +198.0% | +131.1% |
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