-24.9%
INFY vs GGLL
+210.8%
-235.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.7% | +7.7% | -9.4% | -2.5% |
| 30D | +7.1% | -30.2% | +37.3% | +10.6% |
| 3M | -1.0% | -31.3% | +30.3% | +2.4% |
| 6M | +5.9% | -52.1% | +58.0% | +13.3% |
| YTD | -29.5% | -25.9% | -3.7% | -29.2% |
| 1Y | -26.0% | -8.5% | -17.5% | -27.8% |
| 3Y | -19.4% | +165.5% | -185.0% | -36.5% |
| All | -24.9% | +210.8% | -235.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling