+463.3%
GLW vs INDA
+10.1%
+453.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.9% |
| 7D | +14.0% | -1.0% | +15.0% | +14.8% |
| 30D | +0.4% | -2.5% | +2.9% | +2.3% |
| 3M | -11.3% | +4.0% | -15.3% | -14.1% |
| 6M | +35.1% | -1.8% | +36.9% | +36.5% |
| YTD | +90.5% | -9.2% | +99.7% | +103.2% |
| 1Y | +132.0% | -7.2% | +139.2% | +143.6% |
| 3Y | +463.3% | +9.8% | +453.5% | +419.3% |
| All | +463.3% | +10.1% | +453.2% | +419.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling