+61.5%
GNRC vs INDA
+7.9%
+53.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.3% |
| 7D | -0.2% | -2.7% | +2.5% | +1.7% |
| 30D | -15.7% | -2.8% | -13.0% | -14.1% |
| 3M | -27.3% | +1.6% | -29.0% | -28.0% |
| 6M | -12.1% | -1.4% | -10.6% | -11.3% |
| YTD | +37.1% | -10.1% | +47.3% | +46.1% |
| 1Y | -0.5% | -8.8% | +8.3% | +4.8% |
| 3Y | +61.5% | +7.6% | +53.9% | +19.7% |
| All | +61.5% | +7.9% | +53.7% | +19.7% |
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 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