+606.9%
GD vs INDA
+115.1%
+491.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 6M | -0.9% | -0.7% | -0.2% | -1.0% |
| YTD | +8.2% | -7.7% | +15.8% | +11.1% |
| 1Y | +13.4% | -5.1% | +18.5% | +15.2% |
| 3Y | +68.5% | +13.6% | +54.9% | +58.0% |
| 5Y | +97.2% | +7.8% | +89.3% | +87.4% |
| 10Y | +190.2% | +84.6% | +105.6% | +112.8% |
| All | +606.9% | +115.1% | +491.8% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling