+570.3%
GH vs INDA
+16.8%
+553.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.6% | +1.1% | -0.6% | -0.2% |
| 30D | -6.9% | +9.4% | -16.3% | -12.7% |
| 3M | -4.9% | +2.9% | -7.9% | -6.9% |
| 6M | +54.1% | +7.2% | +46.8% | +46.3% |
| YTD | +48.5% | -4.8% | +53.3% | +53.7% |
| 1Y | +61.2% | -5.1% | +66.2% | +66.9% |
| 3Y | +570.3% | +16.7% | +553.7% | +271.8% |
| All | +570.3% | +16.8% | +553.5% | +271.8% |
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