+632.4%
GEV vs INDA
-4.2%
+636.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.7% | +2.7% |
| 7D | +1.6% | -2.7% | +4.3% | +4.3% |
| 30D | -7.9% | -2.8% | -5.2% | -5.5% |
| 3M | +5.6% | +1.6% | +4.0% | +4.2% |
| 6M | +13.1% | -1.4% | +14.5% | +14.5% |
| YTD | +46.7% | -10.1% | +56.9% | +62.4% |
| 1Y | +51.3% | -8.8% | +60.1% | +64.7% |
| All | +632.4% | -4.2% | +636.6% | +677.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling