-31.1%
INFY vs GGLL
+247.9%
-279.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -7.2% | +1.9% | -9.1% | -7.4% |
| 30D | -11.2% | -9.7% | -1.4% | -10.3% |
| 3M | -7.4% | -18.0% | +10.6% | -6.3% |
| 6M | -21.3% | +15.3% | -36.5% | -23.8% |
| YTD | -36.2% | +2.2% | -38.4% | -37.4% |
| 1Y | -31.3% | +73.1% | -104.3% | -36.8% |
| 3Y | -31.1% | +242.7% | -273.8% | -44.2% |
| All | -31.1% | +247.9% | -279.0% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling