+7.6%
INDA vs GFI
+287.6%
-280.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.0% |
| 7D | -2.7% | -4.9% | +2.2% | -2.4% |
| 30D | -2.8% | +10.7% | -13.5% | -3.4% |
| 3M | +1.6% | +25.6% | -24.0% | 0.0% |
| 6M | -1.4% | -8.3% | +6.8% | -1.6% |
| YTD | -10.1% | +6.3% | -16.4% | -11.1% |
| 1Y | -8.8% | +22.1% | -30.8% | -10.5% |
| 3Y | +7.6% | +289.2% | -281.6% | -1.9% |
| All | +7.6% | +287.6% | -280.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling