-24.8%
GIS vs INDA
-8.4%
-16.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.4% | -2.7% | -3.7% | -6.3% |
| 30D | -6.1% | -2.8% | -3.3% | -6.0% |
| 3M | +7.8% | +1.6% | +6.2% | +7.5% |
| 6M | -8.8% | -1.4% | -7.4% | -8.8% |
| YTD | -19.1% | -10.1% | -9.0% | -20.0% |
| 1Y | -24.8% | -8.8% | -16.0% | -24.2% |
| All | -24.8% | -8.4% | -16.3% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling