+5.5%
GD vs INDA
-4.7%
+10.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.2% |
| 7D | -3.0% | +6.1% | -9.2% | -3.6% |
| 30D | +9.3% | +11.7% | -2.4% | +8.0% |
| 3M | -7.2% | +2.1% | -9.3% | -7.5% |
| 6M | +5.5% | +3.2% | +2.3% | +4.8% |
| YTD | +9.5% | -4.9% | +14.4% | +7.9% |
| All | +5.5% | -4.7% | +10.2% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling