+35.8%
GFS vs INDA
-5.0%
+40.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.4% |
| 30D | -8.6% | -0.8% | -7.8% | -8.0% |
| 3M | -46.5% | +3.9% | -50.5% | -47.9% |
| 6M | -4.8% | -0.7% | -4.1% | -8.9% |
| YTD | +29.7% | -7.7% | +37.3% | +21.1% |
| 1Y | +35.8% | -5.1% | +40.9% | +30.9% |
| All | +35.8% | -5.0% | +40.8% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling