+9.1%
INDA vs GAP
+2.1%
+7.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.2% |
| 30D | +9.4% | -7.1% | +16.4% | +9.9% |
| 3M | +2.9% | +4.1% | -1.2% | +2.4% |
| 6M | +7.2% | +1.9% | +5.3% | +6.6% |
| YTD | -4.8% | -15.2% | +10.4% | -4.3% |
| 1Y | -5.1% | -10.6% | +5.6% | -5.0% |
| 3Y | +16.7% | +74.6% | -57.9% | +8.0% |
| All | +9.1% | +2.1% | +7.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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