+121.8%
GLDM vs INDA
+8.0%
+113.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +4.7% | +6.6% | -2.0% | +3.3% |
| 30D | -0.9% | +10.4% | -11.2% | -2.8% |
| 3M | -4.3% | +1.5% | -5.8% | -4.7% |
| 6M | -13.4% | +1.7% | -15.1% | -13.8% |
| YTD | -5.8% | -5.8% | 0.0% | -5.5% |
| 1Y | +2.1% | -5.1% | +7.1% | +2.3% |
| 3Y | +105.0% | +16.0% | +89.0% | +101.4% |
| All | +121.8% | +8.0% | +113.7% | +118.3% |
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