+58.6%
GIS vs INDA
+111.6%
-53.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | -8.3% | -1.0% | -7.3% | -8.1% |
| 30D | +2.2% | -2.5% | +4.7% | +2.7% |
| 3M | +15.7% | +4.0% | +11.7% | +14.7% |
| 6M | -12.0% | -1.8% | -10.2% | -11.8% |
| YTD | -15.0% | -9.2% | -5.8% | -13.5% |
| 1Y | -20.1% | -7.2% | -12.9% | -19.1% |
| 3Y | -34.6% | +9.8% | -44.4% | -36.4% |
| 5Y | -22.8% | +7.5% | -30.4% | -25.0% |
| 10Y | -18.5% | +80.8% | -99.3% | -32.5% |
| All | +58.6% | +111.6% | -53.0% | +21.4% |
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 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