-71.2%
GRAB vs EME
+575.5%
-646.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.2% |
| 7D | -10.8% | +3.5% | -14.3% | -11.6% |
| 30D | -15.5% | -6.3% | -9.2% | -14.2% |
| 3M | -9.0% | -3.8% | -5.2% | -8.9% |
| 6M | -21.6% | +8.5% | -30.1% | -24.5% |
| YTD | -38.9% | +27.8% | -66.7% | -44.4% |
| 1Y | -44.8% | +22.2% | -67.1% | -49.6% |
| 3Y | -18.4% | +253.5% | -271.9% | -46.2% |
| All | -71.2% | +575.5% | -646.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling