+16.0%
INDA vs GPC
+1.0%
+15.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | +6.6% | +1.6% | +5.1% | +6.5% |
| 30D | +10.4% | -2.1% | +12.4% | +10.6% |
| 3M | +1.5% | -6.8% | +8.3% | +2.3% |
| 6M | +1.7% | +18.6% | -16.9% | -0.5% |
| YTD | -5.8% | +2.7% | -8.5% | -7.2% |
| 1Y | -5.1% | +1.8% | -6.9% | -6.4% |
| 3Y | +16.0% | +1.1% | +14.9% | +11.0% |
| All | +16.0% | +1.0% | +15.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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