-33.2%
INFY vs GGLL
+309.0%
-342.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.3% |
| 7D | -8.7% | -3.9% | -4.8% | -8.3% |
| 30D | -13.0% | -15.4% | +2.4% | -11.3% |
| 3M | -8.8% | -21.9% | +13.1% | -6.9% |
| 6M | -22.6% | +4.5% | -27.1% | -24.5% |
| YTD | -37.3% | -2.4% | -34.9% | -38.4% |
| 1Y | -33.4% | +57.8% | -91.2% | -38.9% |
| 3Y | -32.3% | +227.2% | -259.5% | -47.3% |
| All | -33.2% | +309.0% | -342.2% | -50.7% |
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