-74.7%
GRAB vs EME
+773.4%
-848.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -12.0% | +0.9% | -12.9% | -12.2% |
| 30D | -19.5% | -8.4% | -11.1% | -17.9% |
| 3M | -8.0% | -3.6% | -4.3% | -8.0% |
| 6M | -22.2% | +3.6% | -25.8% | -24.1% |
| YTD | -39.7% | +22.5% | -62.2% | -44.3% |
| 1Y | -43.2% | +18.2% | -61.4% | -47.4% |
| 3Y | -19.1% | +238.4% | -257.4% | -44.4% |
| 5Y | -72.0% | +550.5% | -622.5% | -84.4% |
| All | -74.7% | +773.4% | -848.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling