+604.4%
GD vs INDA
+115.6%
+488.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.9% | +5.5% | -9.4% | -6.0% |
| 30D | +8.1% | +7.0% | +1.0% | +5.1% |
| 3M | -6.8% | -0.6% | -6.2% | -6.7% |
| 6M | +3.0% | +1.7% | +1.3% | +2.0% |
| YTD | +7.8% | -7.5% | +15.2% | +10.5% |
| 1Y | +5.8% | -7.9% | +13.7% | +8.7% |
| 3Y | +55.3% | +14.1% | +41.2% | +45.3% |
| 5Y | +96.7% | +7.4% | +89.3% | +87.2% |
| 10Y | +195.4% | +98.7% | +96.7% | +111.2% |
| All | +604.4% | +115.6% | +488.7% | +377.6% |
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