+96.9%
GLD vs INFY
-18.9%
+115.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -4.6% |
| 30D | -5.5% | +7.1% | -12.5% | -5.4% |
| 3M | -10.9% | -1.0% | -9.9% | -10.9% |
| 6M | -17.4% | +5.9% | -23.3% | -17.3% |
| YTD | -10.3% | -29.5% | +19.2% | -10.9% |
| 1Y | -7.2% | -26.0% | +18.8% | -7.9% |
| 3Y | +96.9% | -19.4% | +116.3% | +93.6% |
| All | +96.9% | -18.9% | +115.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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