+80.0%
INFY vs GD
+188.9%
-108.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -8.7% | -3.1% | -5.6% | -7.6% |
| 30D | -13.0% | -10.9% | -2.0% | -9.1% |
| 3M | -8.8% | +2.5% | -11.2% | -9.7% |
| 6M | -22.6% | -1.7% | -20.9% | -22.3% |
| YTD | -37.3% | +6.1% | -43.5% | -39.1% |
| 1Y | -33.4% | +11.7% | -45.1% | -36.5% |
| 3Y | -32.3% | +71.8% | -104.1% | -46.3% |
| 5Y | -45.2% | +92.2% | -137.4% | -59.2% |
| 10Y | +80.0% | +192.2% | -112.2% | +15.6% |
| All | +80.0% | +188.9% | -108.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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