+218.2%
GLD vs INDA
+81.7%
+136.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +0.2% | -2.9% | +3.1% | +0.5% |
| 3M | +3.2% | +2.4% | +0.8% | +3.0% |
| 6M | -14.6% | -2.6% | -12.0% | -14.5% |
| YTD | +1.8% | -10.0% | +11.7% | +2.6% |
| 1Y | +20.7% | -7.7% | +28.4% | +21.5% |
| 3Y | +126.5% | +8.9% | +117.6% | +125.1% |
| 5Y | +140.0% | +6.0% | +134.1% | +138.6% |
| 10Y | +218.2% | +84.4% | +133.8% | +201.8% |
| All | +218.2% | +81.7% | +136.5% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling