+669.0%
GRMN vs INDA
+84.7%
+584.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.3% | +3.8% |
| 7D | +2.4% | -2.7% | +5.1% | +3.9% |
| 30D | -8.5% | -2.8% | -5.7% | -7.1% |
| 3M | +19.5% | +1.6% | +17.8% | +18.4% |
| 6M | +21.2% | -1.4% | +22.6% | +22.0% |
| YTD | +41.0% | -10.1% | +51.2% | +48.8% |
| 1Y | +19.6% | -8.8% | +28.4% | +25.0% |
| 3Y | +183.8% | +7.6% | +176.2% | +171.5% |
| 5Y | +83.0% | +5.8% | +77.2% | +76.1% |
| All | +669.0% | +84.7% | +584.3% | +471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling