+10.3%
GLXY vs INDA
-10.8%
+21.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.2% | -6.0% |
| 7D | +4.5% | -2.6% | +7.1% | +7.7% |
| 30D | +28.8% | -2.9% | +31.8% | +33.4% |
| 3M | -23.0% | +2.4% | -25.4% | -24.5% |
| 6M | +17.0% | -2.6% | +19.6% | +18.8% |
| YTD | +12.5% | -10.0% | +22.4% | +21.6% |
| 1Y | -5.4% | -7.7% | +2.3% | -0.3% |
| All | +10.3% | -10.8% | +21.1% | +20.2% |
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