+18.2%
GLD vs INDA
-9.3%
+27.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -3.4% | -3.6% | +0.2% | -1.9% |
| 30D | -1.1% | -4.0% | +2.8% | +0.4% |
| 3M | +5.8% | +1.7% | +4.1% | +5.3% |
| 6M | -17.1% | -3.6% | -13.4% | -17.2% |
| YTD | 0.0% | -11.0% | +11.0% | +0.6% |
| 1Y | +18.2% | -9.5% | +27.7% | +18.5% |
| All | +18.2% | -9.3% | +27.5% | +18.5% |
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