-32.0%
GFS vs INDA
+9.4%
-41.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +3.9% |
| 7D | -3.1% | +6.1% | -9.2% | -8.9% |
| 30D | -16.0% | +11.7% | -27.7% | -25.3% |
| 3M | -24.7% | +2.1% | -26.8% | -26.4% |
| 6M | -45.1% | +3.2% | -48.3% | -46.9% |
| YTD | +16.5% | -4.9% | +21.4% | +22.0% |
| 1Y | +19.3% | -4.4% | +23.7% | +24.0% |
| 3Y | -20.0% | +17.6% | -37.5% | -35.4% |
| 5Y | -32.0% | +9.9% | -41.9% | -44.2% |
| All | -32.0% | +9.4% | -41.5% | -44.2% |
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