+233.4%
GLW vs INDA
+10.4%
+223.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.8% |
| 7D | -11.1% | +6.2% | -17.3% | -15.4% |
| 30D | -28.4% | +12.4% | -40.8% | -35.2% |
| 3M | -28.8% | +3.2% | -31.9% | -30.7% |
| 6M | -39.8% | +3.8% | -43.6% | -41.7% |
| YTD | +28.7% | -4.3% | +33.0% | +32.8% |
| 1Y | +27.7% | -4.5% | +32.2% | +31.9% |
| 3Y | +331.3% | +17.1% | +314.2% | +274.5% |
| 5Y | +233.4% | +11.0% | +222.4% | +190.9% |
| All | +233.4% | +10.4% | +223.0% | +190.9% |
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