-32.8%
INFY vs GGLL
+64.4%
-97.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +1.2% |
| 7D | -5.4% | -0.3% | -5.1% | -5.4% |
| 30D | -9.9% | -4.0% | -5.9% | -9.6% |
| 3M | -4.6% | -15.5% | +11.0% | -4.3% |
| 6M | -18.5% | +7.6% | -26.1% | -20.6% |
| YTD | -36.5% | +2.0% | -38.5% | -37.5% |
| 1Y | -32.8% | +63.9% | -96.7% | -35.1% |
| All | -32.8% | +64.4% | -97.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling