+2.2%
GIND vs SPY
+41.2%
-39.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +3.8% | +3.3% | +0.6% | +2.2% |
| 30D | +7.2% | -2.7% | +9.9% | +8.6% |
| 3M | +3.7% | -1.7% | +5.4% | +4.5% |
| 6M | +11.0% | +3.1% | +7.9% | +9.2% |
| YTD | -2.2% | +11.9% | -14.1% | -7.7% |
| 1Y | -3.9% | +12.0% | -15.8% | -9.2% |
| All | +2.2% | +41.2% | -39.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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