+281.1%
CG vs INDA
+157.7%
+123.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.6% |
| 30D | +11.2% | +9.4% | +1.8% | +4.5% |
| 3M | -22.1% | +2.9% | -25.0% | -23.6% |
| 6M | -17.9% | +7.2% | -25.2% | -21.7% |
| YTD | -31.3% | -4.8% | -26.5% | -28.8% |
| 1Y | -24.0% | -5.1% | -18.9% | -21.0% |
| 3Y | +45.0% | +16.7% | +28.3% | +31.4% |
| 5Y | -22.6% | +8.8% | -31.4% | -25.7% |
| 10Y | +282.1% | +116.2% | +165.9% | +139.0% |
| All | +281.1% | +157.7% | +123.5% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling