+145.8%
GOOG vs INDA
+7.9%
+138.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.9% |
| 7D | 0.0% | -2.7% | +2.7% | +1.9% |
| 30D | -2.0% | -2.8% | +0.8% | -0.1% |
| 3M | -5.9% | +1.6% | -7.5% | -6.9% |
| 6M | +8.9% | -1.4% | +10.3% | +9.8% |
| YTD | +7.1% | -10.1% | +17.2% | +13.8% |
| 1Y | +39.7% | -8.8% | +48.5% | +47.1% |
| 3Y | +145.8% | +7.6% | +138.2% | +117.4% |
| All | +145.8% | +7.9% | +138.0% | +117.4% |
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