-71.2%
GRAB vs INDA
+5.7%
-76.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.4% |
| 7D | -10.8% | -2.7% | -8.1% | -8.4% |
| 30D | -15.5% | -2.8% | -12.7% | -13.2% |
| 3M | -9.0% | +1.6% | -10.6% | -10.2% |
| 6M | -21.6% | -1.4% | -20.2% | -20.5% |
| YTD | -38.9% | -10.1% | -28.7% | -32.5% |
| 1Y | -44.8% | -8.8% | -36.1% | -40.1% |
| 3Y | -18.4% | +7.6% | -26.1% | -29.2% |
| All | -71.2% | +5.7% | -76.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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