+290.5%
GME vs INDA
+84.7%
+205.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.2% |
| 7D | +10.4% | -2.7% | +13.1% | +11.9% |
| 30D | +14.1% | -2.8% | +16.8% | +15.7% |
| 3M | -4.6% | +1.6% | -6.3% | -5.6% |
| 6M | -13.5% | -1.4% | -12.1% | -13.1% |
| YTD | +5.3% | -10.1% | +15.5% | +11.1% |
| 1Y | -14.9% | -8.8% | -6.1% | -11.0% |
| 3Y | +24.3% | +7.6% | +16.7% | +20.0% |
| 5Y | -55.6% | +5.8% | -61.4% | -56.6% |
| All | +290.5% | +84.7% | +205.8% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling