+136.0%
GOOG vs INDA
+5.7%
+130.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.8% |
| 7D | 0.0% | -2.7% | +2.7% | +2.2% |
| 30D | -2.0% | -2.8% | +0.8% | +0.2% |
| 3M | -5.9% | +1.6% | -7.5% | -7.2% |
| 6M | +8.9% | -1.4% | +10.3% | +10.1% |
| YTD | +7.1% | -10.1% | +17.2% | +16.3% |
| 1Y | +39.7% | -8.8% | +48.5% | +49.8% |
| 3Y | +145.8% | +7.6% | +138.2% | +122.2% |
| All | +136.0% | +5.7% | +130.4% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling