-74.3%
GRAB vs EME
+811.2%
-885.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.3% |
| 7D | -10.8% | +3.5% | -14.3% | -11.6% |
| 30D | -15.5% | -6.3% | -9.2% | -14.3% |
| 3M | -9.0% | -3.8% | -5.2% | -8.9% |
| 6M | -21.6% | +8.5% | -30.1% | -24.4% |
| YTD | -38.9% | +27.8% | -66.7% | -44.1% |
| 1Y | -44.8% | +22.2% | -67.1% | -49.4% |
| 3Y | -18.4% | +253.5% | -271.9% | -44.6% |
| 5Y | -71.6% | +578.6% | -650.3% | -84.4% |
| All | -74.3% | +811.2% | -885.5% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling