+78.9%
INFY vs DG
+101.8%
-22.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -5.4% | -6.5% | +1.1% | -4.4% |
| 30D | -9.9% | +4.2% | -14.0% | -10.4% |
| 3M | -4.6% | +9.5% | -14.1% | -5.8% |
| 6M | -18.5% | -13.1% | -5.3% | -17.2% |
| YTD | -36.5% | -4.8% | -31.7% | -36.3% |
| 1Y | -32.8% | +20.6% | -53.4% | -34.7% |
| 3Y | -32.2% | +4.9% | -37.1% | -34.6% |
| 5Y | -44.7% | -37.9% | -6.8% | -41.6% |
| All | +78.9% | +101.8% | -22.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling