+177.4%
GD vs INDA
+104.1%
+73.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.8% |
| 7D | -3.0% | +6.1% | -9.2% | -5.5% |
| 30D | +9.3% | +11.7% | -2.4% | +4.2% |
| 3M | -7.2% | +2.1% | -9.3% | -8.1% |
| 6M | +5.5% | +3.2% | +2.3% | +3.8% |
| YTD | +9.5% | -4.9% | +14.4% | +11.3% |
| 1Y | +6.4% | -4.4% | +10.8% | +7.9% |
| 3Y | +59.8% | +17.6% | +42.3% | +46.4% |
| 5Y | +98.0% | +9.9% | +88.1% | +85.4% |
| 10Y | +177.4% | +102.7% | +74.7% | +99.4% |
| All | +177.4% | +104.1% | +73.3% | +99.4% |
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