+642.6%
GS vs INDA
+80.4%
+562.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.9% |
| 7D | +3.4% | -1.0% | +4.4% | +4.1% |
| 30D | +0.2% | -2.5% | +2.7% | +2.0% |
| 3M | -0.3% | +4.0% | -4.3% | -3.0% |
| 6M | +27.4% | -1.8% | +29.2% | +28.9% |
| YTD | +19.6% | -9.2% | +28.8% | +27.8% |
| 1Y | +42.5% | -7.2% | +49.7% | +49.7% |
| 3Y | +240.4% | +9.8% | +230.6% | +217.4% |
| 5Y | +188.9% | +7.5% | +181.4% | +173.1% |
| 10Y | +642.6% | +80.8% | +561.8% | +396.7% |
| All | +642.6% | +80.4% | +562.1% | +396.7% |
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