+1,541.3%
GLW vs INDA
+115.1%
+1,426.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.7% | +3.1% | +3.3% |
| 30D | -1.3% | -0.8% | -0.6% | -0.9% |
| 3M | -21.8% | +3.9% | -25.7% | -23.4% |
| 6M | +6.9% | -0.7% | +7.6% | +7.7% |
| YTD | +77.2% | -7.7% | +84.8% | +86.3% |
| 1Y | +123.2% | -5.1% | +128.3% | +131.0% |
| 3Y | +400.0% | +13.6% | +386.4% | +365.4% |
| 5Y | +342.8% | +7.8% | +335.0% | +324.2% |
| 10Y | +771.4% | +84.6% | +686.7% | +509.5% |
| All | +1,541.3% | +115.1% | +1,426.2% | +950.7% |
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