+128.4%
INFY vs GD
+180.8%
-52.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +5.5% | -1.9% | +7.4% | +6.2% |
| 30D | +17.3% | +10.9% | +6.4% | +12.6% |
| 3M | +0.2% | -6.8% | +7.0% | +2.8% |
| 6M | +0.3% | +7.0% | -6.8% | -2.7% |
| YTD | -27.8% | +11.1% | -38.9% | -31.2% |
| 1Y | -23.3% | +7.0% | -30.3% | -25.8% |
| 3Y | -17.8% | +59.9% | -77.8% | -33.0% |
| 5Y | -37.5% | +102.5% | -140.0% | -54.8% |
| 10Y | +128.4% | +174.0% | -45.7% | +44.5% |
| All | +128.4% | +180.8% | -52.5% | +44.5% |
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