+121.6%
INDA vs GPC
+198.7%
-77.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | +6.1% | +0.8% | +5.3% | +5.8% |
| 30D | +11.7% | -1.1% | +12.8% | +11.9% |
| 3M | +2.1% | -6.6% | +8.7% | +4.2% |
| 6M | +3.2% | +22.2% | -19.1% | -4.7% |
| YTD | -4.9% | +5.1% | -9.9% | -8.4% |
| 1Y | -4.4% | +2.8% | -7.2% | -7.3% |
| 3Y | +17.6% | +2.4% | +15.2% | +9.7% |
| 5Y | +9.9% | +7.8% | +2.1% | -2.8% |
| 10Y | +102.7% | +87.2% | +15.5% | +29.7% |
| All | +121.6% | +198.7% | -77.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling