+885.8%
GRMN vs INDA
+111.6%
+774.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | +0.2% | -1.0% | +1.2% | +0.6% |
| 30D | -11.3% | -2.5% | -8.8% | -10.3% |
| 3M | +17.7% | +4.0% | +13.7% | +15.5% |
| 6M | +14.2% | -1.8% | +16.0% | +15.1% |
| YTD | +37.0% | -9.2% | +46.2% | +43.2% |
| 1Y | +17.0% | -7.2% | +24.2% | +20.9% |
| 3Y | +183.2% | +9.8% | +173.4% | +169.7% |
| 5Y | +77.3% | +7.5% | +69.8% | +70.3% |
| 10Y | +630.9% | +80.8% | +550.1% | +441.4% |
| All | +885.8% | +111.6% | +774.2% | +538.8% |
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