+2,524.3%
INFY vs GD
+2,018.7%
+505.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.5% |
| 7D | -2.9% | -5.3% | +2.3% | -0.8% |
| 30D | -6.2% | -6.4% | +0.2% | -3.8% |
| 3M | -4.9% | +5.7% | -10.6% | -7.2% |
| 6M | -16.6% | -0.9% | -15.6% | -16.6% |
| YTD | -32.9% | +8.2% | -41.1% | -35.4% |
| 1Y | -26.9% | +13.4% | -40.3% | -31.0% |
| 3Y | -26.6% | +68.5% | -95.1% | -41.9% |
| 5Y | -44.1% | +97.2% | -141.2% | -59.1% |
| 10Y | +90.0% | +190.2% | -100.2% | +13.3% |
| All | +2,524.3% | +2,018.7% | +505.6% | +1,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling