-38.1%
GLXY vs INDA
-5.2%
-32.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.4% |
| 7D | -16.2% | +6.2% | -22.4% | -21.5% |
| 30D | -30.6% | +12.4% | -43.0% | -39.4% |
| 3M | -27.7% | +3.2% | -30.9% | -29.8% |
| 6M | -53.3% | +3.8% | -57.1% | -54.9% |
| YTD | -36.9% | -4.3% | -32.6% | -36.0% |
| 1Y | -55.6% | -4.5% | -51.1% | -54.9% |
| All | -38.1% | -5.2% | -32.9% | -36.7% |
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 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