+206.1%
GLD vs INDA
+115.4%
+90.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | -5.5% | +9.4% | -14.8% | -6.3% |
| 3M | -10.9% | +2.9% | -13.8% | -11.2% |
| 6M | -17.4% | +7.2% | -24.7% | -18.0% |
| YTD | -10.3% | -4.8% | -5.5% | -10.1% |
| 1Y | -7.2% | -5.1% | -2.1% | -6.9% |
| 3Y | +96.9% | +16.7% | +80.3% | +94.5% |
| 5Y | +103.8% | +8.8% | +95.0% | +101.8% |
| All | +206.1% | +115.4% | +90.7% | +187.4% |
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 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