+390.3%
GDDY vs INDA
+74.2%
+316.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -1.6% |
| 30D | +6.8% | -2.8% | +9.6% | +8.6% |
| 3M | +30.5% | +1.6% | +28.8% | +29.3% |
| 6M | +13.3% | -1.4% | +14.7% | +13.9% |
| YTD | -21.0% | -10.1% | -10.8% | -16.3% |
| 1Y | -34.0% | -8.8% | -25.2% | -30.8% |
| 3Y | +33.1% | +7.6% | +25.5% | +25.9% |
| 5Y | +30.3% | +5.8% | +24.5% | +24.3% |
| 10Y | +205.5% | +84.0% | +121.5% | +108.4% |
| All | +390.3% | +74.2% | +316.2% | +264.5% |
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