-19.4%
INFY vs GGLL
+166.5%
-185.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.7% | +7.7% | -9.4% | -2.3% |
| 30D | +7.1% | -30.2% | +37.3% | +9.9% |
| 3M | -1.0% | -31.3% | +30.3% | +1.7% |
| 6M | +5.9% | -52.1% | +58.0% | +11.8% |
| YTD | -29.5% | -25.9% | -3.7% | -29.3% |
| 1Y | -26.0% | -8.5% | -17.5% | -27.5% |
| 3Y | -19.4% | +165.5% | -185.0% | -31.4% |
| All | -19.4% | +166.5% | -185.9% | -31.4% |
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