+185.7%
GS vs INDA
+8.8%
+176.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.4% |
| 30D | -1.6% | -0.8% | -0.8% | -0.9% |
| 3M | -4.5% | +3.9% | -8.4% | -7.4% |
| 6M | +20.9% | -0.7% | +21.6% | +21.4% |
| YTD | +19.9% | -7.7% | +27.5% | +27.6% |
| 1Y | +41.4% | -5.1% | +46.5% | +46.9% |
| 3Y | +239.2% | +13.6% | +225.5% | +196.6% |
| All | +185.7% | +8.8% | +176.9% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling