+12.1%
GS vs INDA
-5.5%
+17.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.8% |
| 7D | -3.2% | +6.6% | -9.9% | -8.3% |
| 30D | -2.4% | +10.4% | -12.8% | -10.3% |
| 3M | -15.7% | +1.5% | -17.3% | -16.7% |
| 6M | -6.8% | +1.7% | -8.5% | -8.4% |
| YTD | -0.1% | -5.8% | +5.8% | +4.0% |
| 1Y | +12.1% | -5.1% | +17.2% | +15.7% |
| All | +12.1% | -5.5% | +17.6% | +15.7% |
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 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