-72.7%
GRAB vs EMB
+9.5%
-82.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.8% |
| 7D | -6.1% | +0.3% | -6.4% | -6.4% |
| 30D | -11.2% | -0.5% | -10.7% | -10.6% |
| 3M | -2.4% | +0.3% | -2.7% | -2.6% |
| 6M | -18.3% | +1.2% | -19.5% | -19.2% |
| YTD | -34.9% | +1.5% | -36.3% | -35.8% |
| 1Y | -37.4% | +4.8% | -42.2% | -40.6% |
| 3Y | -12.6% | +30.4% | -43.0% | -36.3% |
| 5Y | -69.7% | +7.3% | -77.0% | -70.2% |
| All | -72.7% | +9.5% | -82.1% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling