+606.9%
GEV vs INDA
-5.1%
+612.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.7% |
| 7D | -1.9% | -3.6% | +1.7% | +1.6% |
| 30D | -8.7% | -4.0% | -4.7% | -5.2% |
| 3M | +6.6% | +1.7% | +4.9% | +5.1% |
| 6M | +10.2% | -3.6% | +13.9% | +14.1% |
| YTD | +41.6% | -11.0% | +52.6% | +58.2% |
| 1Y | +43.9% | -9.5% | +53.4% | +57.8% |
| All | +606.9% | -5.1% | +612.0% | +657.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling