+1,171.1%
GLW vs INDA
+122.2%
+1,048.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +15.5% | +3.1% | +12.5% | +13.5% |
| 30D | -19.6% | +9.1% | -28.7% | -23.8% |
| 3M | -28.5% | +3.2% | -31.7% | -30.0% |
| 6M | -39.5% | +8.5% | -48.0% | -42.3% |
| YTD | +37.2% | -4.6% | +41.8% | +41.3% |
| 1Y | +35.4% | -5.5% | +40.9% | +40.3% |
| 3Y | +359.7% | +16.7% | +343.0% | +320.6% |
| 5Y | +244.0% | +9.0% | +235.0% | +226.6% |
| 10Y | +556.7% | +116.6% | +440.0% | +328.7% |
| All | +1,171.1% | +122.2% | +1,048.9% | +697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling