+399.9%
GH vs INDA
+74.2%
+325.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.9% |
| 7D | -2.1% | -1.0% | -1.1% | -1.4% |
| 30D | -4.5% | -2.5% | -1.9% | -2.7% |
| 3M | +28.9% | +4.0% | +24.9% | +25.2% |
| 6M | +76.5% | -1.8% | +78.3% | +78.6% |
| YTD | +57.6% | -9.2% | +66.8% | +68.4% |
| 1Y | +167.5% | -7.2% | +174.7% | +180.7% |
| 3Y | +377.4% | +9.8% | +367.6% | +343.4% |
| 5Y | +23.8% | +7.5% | +16.3% | +17.8% |
| All | +399.9% | +74.2% | +325.7% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling