-74.3%
GRAB vs EMB
+8.3%
-82.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -10.8% | -1.2% | -9.6% | -9.4% |
| 30D | -15.5% | -1.3% | -14.3% | -14.1% |
| 3M | -9.0% | -1.8% | -7.2% | -6.6% |
| 6M | -21.6% | +0.2% | -21.8% | -21.4% |
| YTD | -38.9% | +0.4% | -39.3% | -38.9% |
| 1Y | -44.8% | +2.8% | -47.7% | -46.4% |
| 3Y | -18.4% | +29.1% | -47.6% | -39.8% |
| 5Y | -71.6% | +6.3% | -77.9% | -71.8% |
| All | -74.3% | +8.3% | -82.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling