-31.1%
INFY vs GD
+72.8%
-103.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -7.2% | -3.5% | -3.8% | -6.3% |
| 30D | -11.2% | -9.0% | -2.1% | -8.8% |
| 3M | -7.4% | +5.1% | -12.5% | -8.7% |
| 6M | -21.3% | -1.0% | -20.2% | -21.1% |
| YTD | -36.2% | +7.3% | -43.5% | -37.6% |
| 1Y | -31.3% | +12.4% | -43.7% | -33.6% |
| 3Y | -31.1% | +73.7% | -104.8% | -36.1% |
| All | -31.1% | +72.8% | -103.9% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling