+265.4%
GPN vs INDA
+109.8%
+155.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -6.2% | -2.6% | -3.6% | -4.8% |
| 30D | +1.0% | -2.9% | +4.0% | +2.8% |
| 3M | +36.9% | +2.4% | +34.5% | +35.2% |
| 6M | +16.8% | -2.6% | +19.4% | +18.7% |
| YTD | +13.2% | -10.0% | +23.2% | +20.3% |
| 1Y | +1.4% | -7.7% | +9.1% | +6.0% |
| 3Y | -28.6% | +8.9% | -37.5% | -32.4% |
| 5Y | -47.0% | +6.0% | -53.0% | -48.9% |
| 10Y | +25.2% | +84.4% | -59.2% | -11.7% |
| All | +265.4% | +109.8% | +155.6% | +142.8% |
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