+64.3%
INFY vs GLDM
+225.0%
-160.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.0% |
| 7D | -1.1% | +5.0% | -6.1% | -1.5% |
| 30D | +15.5% | -1.3% | +16.8% | +15.6% |
| 3M | -1.1% | -4.7% | +3.6% | -0.8% |
| 6M | -1.3% | -12.4% | +11.0% | -0.1% |
| YTD | -29.0% | -4.1% | -24.9% | -29.3% |
| 1Y | -23.3% | +3.3% | -26.6% | -24.6% |
| 3Y | -17.8% | +110.9% | -128.8% | -30.8% |
| 5Y | -39.4% | +124.8% | -164.2% | -50.4% |
| All | +64.3% | +225.0% | -160.7% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling