+55.1%
INFY vs GLDM
+248.1%
-193.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -6.2% | +4.4% | -10.7% | -6.6% |
| 3M | -4.9% | -1.1% | -3.8% | -4.8% |
| 6M | -16.6% | -13.7% | -2.9% | -15.3% |
| YTD | -32.9% | +2.8% | -35.7% | -33.6% |
| 1Y | -26.9% | +24.8% | -51.7% | -30.1% |
| 3Y | -26.6% | +127.8% | -154.4% | -38.6% |
| 5Y | -44.1% | +141.1% | -185.2% | -54.5% |
| All | +55.1% | +248.1% | -193.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling