+2,351.6%
INFY vs GAP
-15.2%
+2,366.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.9% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -13.0% | -0.7% | -12.3% | -13.1% |
| 3M | -8.8% | -0.5% | -8.3% | -9.1% |
| 6M | -22.6% | -5.0% | -17.6% | -22.6% |
| YTD | -37.3% | -14.7% | -22.7% | -36.4% |
| 1Y | -33.4% | -8.6% | -24.7% | -33.4% |
| 3Y | -32.3% | +108.4% | -140.7% | -47.0% |
| 5Y | -45.2% | +5.8% | -51.0% | -53.3% |
| 10Y | +80.0% | +29.6% | +50.4% | +24.4% |
| All | +2,351.6% | -15.2% | +2,366.8% | +1,158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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