-7.4%
INDA vs GGLL
-11.6%
+4.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.8% | +2.2% |
| 7D | +6.9% | -23.1% | +30.0% | +8.8% |
| 30D | +7.4% | -32.9% | +40.3% | +10.8% |
| 3M | -1.0% | -44.9% | +43.9% | +4.1% |
| 6M | +2.9% | -49.5% | +52.4% | +9.0% |
| YTD | -7.4% | -28.9% | +21.5% | -8.0% |
| 1Y | -7.4% | -12.2% | +4.8% | -8.4% |
| All | -7.4% | -11.6% | +4.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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