-20.1%
GFS vs INDA
+16.8%
-37.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +7.4% | +1.1% | +6.3% | +6.4% |
| 30D | -15.3% | +9.4% | -24.6% | -21.8% |
| 3M | -21.1% | +2.9% | -24.0% | -23.0% |
| 6M | -44.5% | +7.2% | -51.7% | -47.6% |
| YTD | +19.2% | -4.8% | +24.0% | +23.3% |
| 1Y | +27.2% | -5.1% | +32.3% | +31.7% |
| 3Y | -20.1% | +16.7% | -36.8% | -31.9% |
| All | -20.1% | +16.8% | -37.0% | -31.9% |
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 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