+37.1%
GFS vs INDA
-7.0%
+44.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +1.1% |
| 7D | +2.6% | -1.0% | +3.6% | +3.4% |
| 30D | -16.4% | -2.5% | -13.9% | -14.6% |
| 3M | -41.6% | +4.0% | -45.6% | -43.1% |
| 6M | -3.7% | -1.8% | -1.9% | -6.5% |
| YTD | +29.3% | -9.2% | +38.5% | +22.6% |
| 1Y | +37.1% | -7.2% | +44.3% | +32.9% |
| All | +37.1% | -7.0% | +44.1% | +32.9% |
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