-23.3%
INFY vs GME
+15.0%
-38.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.9% |
| 7D | +1.2% | +7.8% | -6.5% | -0.1% |
| 30D | +13.8% | -0.4% | +14.2% | +13.7% |
| 3M | -2.9% | +30.9% | -33.7% | -8.5% |
| 6M | +2.2% | +5.5% | -3.3% | +1.1% |
| YTD | -29.8% | +25.2% | -55.0% | -32.6% |
| 1Y | -23.3% | +14.4% | -37.7% | -25.9% |
| All | -23.3% | +15.0% | -38.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling