-41.9%
GRAB vs EME
-3.1%
-38.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.6% | +17.3% | +8.6% |
| 7D | +22.2% | -5.8% | +28.0% | +22.5% |
| 30D | +6.0% | -17.9% | +23.9% | +8.1% |
| 3M | -9.7% | -22.0% | +12.3% | -7.2% |
| 6M | -7.2% | -29.7% | +22.5% | -2.6% |
| YTD | -32.7% | +4.7% | -37.4% | -41.8% |
| 1Y | -41.9% | -2.1% | -39.8% | -46.8% |
| All | -41.9% | -3.1% | -38.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling