+14.5%
GS vs INDA
-5.0%
+19.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | +1.6% | +6.2% | -4.6% | -3.4% |
| 30D | +1.7% | +12.4% | -10.7% | -7.9% |
| 3M | -11.6% | +3.2% | -14.7% | -13.8% |
| 6M | -1.9% | +3.8% | -5.7% | -5.2% |
| YTD | +5.1% | -4.3% | +9.4% | +7.6% |
| All | +14.5% | -5.0% | +19.5% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling