+13.6%
INDA vs GGLL
+328.4%
-314.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.1% |
| 30D | -2.5% | -9.7% | +7.2% | -1.8% |
| 3M | +4.0% | -18.0% | +22.0% | +5.2% |
| 6M | -1.8% | +15.3% | -17.1% | -3.8% |
| YTD | -9.2% | +2.2% | -11.4% | -10.3% |
| 1Y | -7.2% | +73.1% | -80.3% | -12.2% |
| 3Y | +9.8% | +242.7% | -232.9% | -4.1% |
| All | +13.6% | +328.4% | -314.8% | -3.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling