+15.5%
INDA vs GGLL
+328.7%
-313.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.7% | -4.8% | +5.5% | +1.1% |
| 30D | -0.8% | -13.7% | +12.9% | +0.3% |
| 3M | +3.9% | -21.9% | +25.8% | +5.5% |
| 6M | -0.7% | +11.7% | -12.4% | -2.5% |
| YTD | -7.7% | +2.3% | -9.9% | -8.8% |
| 1Y | -5.1% | +76.2% | -81.3% | -10.3% |
| 3Y | +13.6% | +245.0% | -231.4% | -0.9% |
| All | +15.5% | +328.7% | -313.2% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling