+851.8%
GLW vs INDA
+84.7%
+767.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.3% |
| 7D | +7.8% | -2.7% | +10.5% | +9.8% |
| 30D | -0.4% | -2.8% | +2.3% | +1.4% |
| 3M | -5.6% | +1.6% | -7.2% | -6.6% |
| 6M | +26.7% | -1.4% | +28.1% | +28.3% |
| YTD | +91.0% | -10.1% | +101.2% | +106.4% |
| 1Y | +122.4% | -8.8% | +131.2% | +137.6% |
| 3Y | +471.0% | +7.6% | +463.4% | +442.0% |
| 5Y | +385.6% | +5.8% | +379.9% | +364.8% |
| All | +851.8% | +84.7% | +767.1% | +530.3% |
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 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