+107.4%
INDA vs GWRE
+567.1%
-459.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | -3.6% | -30.9% | +27.3% | +1.9% |
| 30D | -4.0% | -20.7% | +16.7% | -1.0% |
| 3M | +1.7% | +20.2% | -18.4% | -2.9% |
| 6M | -3.6% | -11.9% | +8.2% | -4.0% |
| YTD | -11.0% | -30.3% | +19.3% | -7.8% |
| 1Y | -9.5% | -44.6% | +35.1% | -2.3% |
| 3Y | +7.6% | +48.8% | -41.2% | -7.6% |
| 5Y | +4.8% | +14.8% | -10.0% | -7.0% |
| 10Y | +82.3% | +128.1% | -45.8% | +38.6% |
| All | +107.4% | +567.1% | -459.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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