+374.7%
GME vs INDA
+111.6%
+263.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | -1.4% | -2.5% | +1.1% | -0.2% |
| 3M | -15.1% | +4.0% | -19.1% | -16.8% |
| 6M | -22.5% | -1.8% | -20.7% | -22.0% |
| YTD | -5.9% | -9.2% | +3.3% | -1.7% |
| 1Y | -18.6% | -7.2% | -11.5% | -15.9% |
| 3Y | +6.7% | +9.8% | -3.2% | +2.2% |
| 5Y | -62.0% | +7.5% | -69.5% | -62.9% |
| 10Y | +239.5% | +80.8% | +158.7% | +149.1% |
| All | +374.7% | +111.6% | +263.1% | +228.7% |
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 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