+374.6%
GE vs INDA
+121.8%
+252.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.0% |
| 30D | +8.1% | +9.4% | -1.3% | +2.8% |
| 3M | -7.9% | +2.9% | -10.8% | -9.3% |
| 6M | +12.9% | +7.2% | +5.7% | +8.7% |
| YTD | +8.2% | -4.8% | +13.0% | +11.3% |
| 1Y | +9.7% | -5.1% | +14.7% | +13.0% |
| 3Y | +266.1% | +16.7% | +249.4% | +235.0% |
| 5Y | +407.4% | +8.8% | +398.6% | +382.3% |
| 10Y | +150.3% | +116.2% | +34.1% | +66.7% |
| All | +374.6% | +121.8% | +252.8% | +209.3% |
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