+17.7%
GFS vs INDA
-7.3%
+25.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.7% | -7.9% |
| 7D | -12.5% | +6.9% | -19.4% | -17.2% |
| 30D | -16.9% | +7.4% | -24.4% | -21.9% |
| 3M | -22.3% | -1.0% | -21.3% | -20.9% |
| 6M | -40.2% | +2.9% | -43.1% | -41.2% |
| YTD | +16.0% | -7.4% | +23.4% | +12.4% |
| 1Y | +17.7% | -7.4% | +25.0% | +14.2% |
| All | +17.7% | -7.3% | +25.0% | +14.2% |
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 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