+2,179.4%
GOOG vs INDA
+111.6%
+2,067.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.8% |
| 7D | +1.1% | -1.0% | +2.1% | +1.6% |
| 30D | -5.1% | -2.5% | -2.5% | -3.9% |
| 3M | -7.1% | +4.0% | -11.1% | -8.9% |
| 6M | +12.7% | -1.8% | +14.5% | +13.8% |
| YTD | +7.1% | -9.2% | +16.3% | +12.3% |
| 1Y | +43.6% | -7.2% | +50.8% | +49.0% |
| 3Y | +146.8% | +9.8% | +136.9% | +135.1% |
| 5Y | +133.7% | +7.5% | +126.2% | +125.4% |
| 10Y | +773.3% | +80.8% | +692.6% | +563.4% |
| All | +2,179.4% | +111.6% | +2,067.8% | +1,552.0% |
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