-32.2%
INFY vs GFS
-19.7%
-12.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.4% |
| 7D | -5.4% | +3.8% | -9.2% | -5.5% |
| 30D | -9.9% | -11.7% | +1.9% | -9.4% |
| 3M | -4.6% | -41.8% | +37.2% | -1.9% |
| 6M | -18.5% | +6.6% | -25.1% | -23.5% |
| YTD | -36.5% | +34.6% | -71.2% | -43.3% |
| 1Y | -32.8% | +46.2% | -78.9% | -41.0% |
| 3Y | -32.2% | -20.3% | -11.9% | -36.0% |
| All | -32.2% | -19.7% | -12.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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