+93.8%
GD vs INDA
+8.0%
+85.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.2% |
| 7D | -5.0% | +6.6% | -11.6% | -6.9% |
| 30D | +8.9% | +10.4% | -1.4% | +5.6% |
| 3M | -8.0% | +1.5% | -9.6% | -8.6% |
| 6M | +2.9% | +1.7% | +1.2% | +2.2% |
| YTD | +7.1% | -5.8% | +12.9% | +8.9% |
| 1Y | +5.9% | -5.1% | +11.0% | +7.4% |
| 3Y | +53.9% | +16.0% | +37.9% | +43.9% |
| All | +93.8% | +8.0% | +85.8% | +81.9% |
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 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