+549.6%
GME vs INDA
+121.8%
+427.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | -4.8% | +9.4% | -14.2% | -8.7% |
| 3M | +39.2% | +2.9% | +36.3% | +37.2% |
| 6M | +17.1% | +7.2% | +9.8% | +12.9% |
| YTD | +28.7% | -4.8% | +33.5% | +31.5% |
| 1Y | +23.3% | -5.1% | +28.4% | +26.0% |
| 3Y | +112.9% | +16.7% | +96.3% | +98.2% |
| 5Y | -48.8% | +8.8% | -57.6% | -50.7% |
| 10Y | +478.2% | +116.2% | +361.9% | +293.0% |
| All | +549.6% | +121.8% | +427.8% | +339.5% |
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