+97.2%
GD vs INDA
+8.8%
+88.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +0.7% | -6.0% | -5.5% |
| 30D | -6.4% | -0.8% | -5.6% | -6.2% |
| 3M | +5.7% | +3.9% | +1.8% | +4.3% |
| 6M | -0.9% | -0.7% | -0.2% | -0.9% |
| YTD | +8.2% | -7.7% | +15.8% | +10.7% |
| 1Y | +13.4% | -5.1% | +18.5% | +14.9% |
| 3Y | +68.5% | +13.6% | +54.9% | +58.7% |
| All | +97.2% | +8.8% | +88.4% | +84.8% |
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