+170.5%
GM vs INDA
+7.9%
+162.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.2% |
| 7D | -2.4% | -2.7% | +0.2% | -0.8% |
| 30D | -1.1% | -2.8% | +1.7% | +0.6% |
| 3M | +6.1% | +1.6% | +4.5% | +5.1% |
| 6M | +15.0% | -1.4% | +16.4% | +15.9% |
| YTD | +6.0% | -10.1% | +16.1% | +11.9% |
| 1Y | +47.1% | -8.8% | +55.9% | +53.8% |
| 3Y | +170.5% | +7.6% | +162.9% | +142.4% |
| All | +170.5% | +7.9% | +162.6% | +142.4% |
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