-25.2%
GIS vs INDA
+4.5%
-29.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -3.0% |
| 7D | -8.4% | -3.6% | -4.8% | -8.2% |
| 30D | -5.2% | -4.0% | -1.2% | -4.9% |
| 3M | +8.2% | +1.7% | +6.5% | +8.0% |
| 6M | -12.0% | -3.6% | -8.4% | -11.8% |
| YTD | -18.9% | -11.0% | -7.9% | -18.3% |
| 1Y | -23.6% | -9.5% | -14.1% | -23.2% |
| 3Y | -37.6% | +7.6% | -45.2% | -38.2% |
| 5Y | -25.2% | +4.8% | -30.0% | -26.1% |
| All | -25.2% | +4.5% | -29.7% | -26.1% |
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