+23.2%
GH vs INDA
+4.5%
+18.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.0% |
| 7D | -1.2% | -3.6% | +2.4% | +2.9% |
| 30D | -3.7% | -4.0% | +0.3% | +0.7% |
| 3M | +21.7% | +1.7% | +20.0% | +18.9% |
| 6M | +75.7% | -3.6% | +79.4% | +82.5% |
| YTD | +55.7% | -11.0% | +66.7% | +76.8% |
| 1Y | +181.1% | -9.5% | +190.6% | +211.3% |
| 3Y | +371.6% | +7.6% | +364.0% | +291.0% |
| 5Y | +23.2% | +4.8% | +18.4% | -3.4% |
| All | +23.2% | +4.5% | +18.7% | -3.4% |
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