+170.5%
GM vs INFY
-31.8%
+202.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.9% |
| 7D | -2.4% | -5.4% | +2.9% | -1.4% |
| 30D | -1.1% | -9.9% | +8.7% | +0.9% |
| 3M | +6.1% | -4.6% | +10.7% | +6.7% |
| 6M | +15.0% | -18.5% | +33.4% | +19.3% |
| YTD | +6.0% | -36.5% | +42.5% | +15.9% |
| 1Y | +47.1% | -32.8% | +79.8% | +57.3% |
| 3Y | +170.5% | -32.2% | +202.7% | +177.5% |
| All | +170.5% | -31.8% | +202.3% | +177.5% |
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