+44.9%
INFY vs GLDM
+245.4%
-200.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -8.7% | +0.2% | -8.8% | -8.7% |
| 30D | -13.0% | +0.3% | -13.2% | -13.0% |
| 3M | -8.8% | +3.3% | -12.1% | -9.0% |
| 6M | -22.6% | -14.5% | -8.1% | -21.3% |
| YTD | -37.3% | +1.9% | -39.3% | -37.9% |
| 1Y | -33.4% | +21.1% | -54.5% | -36.0% |
| 3Y | -32.3% | +128.6% | -160.9% | -43.5% |
| 5Y | -45.2% | +143.8% | -189.0% | -55.6% |
| All | +44.9% | +245.4% | -200.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling