+95.6%
DG vs INDA
+83.0%
+12.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -6.3% | -3.6% | -2.7% | -5.2% |
| 30D | +2.4% | -4.0% | +6.4% | +3.7% |
| 3M | +12.4% | +1.7% | +10.7% | +11.9% |
| 6M | -14.9% | -3.6% | -11.3% | -13.8% |
| YTD | -6.1% | -11.0% | +4.9% | -2.7% |
| 1Y | +17.9% | -9.5% | +27.4% | +21.5% |
| 3Y | +3.1% | +7.6% | -4.5% | +0.4% |
| 5Y | -38.7% | +4.8% | -43.4% | -40.2% |
| All | +95.6% | +83.0% | +12.7% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling