-72.0%
GRAB vs EMB
+6.1%
-78.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | 0.0% |
| 7D | -12.0% | -1.1% | -10.9% | -10.7% |
| 30D | -19.5% | -1.1% | -18.5% | -18.4% |
| 3M | -8.0% | -0.8% | -7.2% | -6.9% |
| 6M | -22.2% | -0.1% | -22.2% | -21.8% |
| YTD | -39.7% | +0.4% | -40.1% | -39.8% |
| 1Y | -43.2% | +3.3% | -46.5% | -45.1% |
| 3Y | -19.1% | +29.0% | -48.1% | -39.3% |
| 5Y | -72.0% | +6.3% | -78.3% | -75.9% |
| All | -72.0% | +6.1% | -78.1% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling