-32.2%
INFY vs GME
+18.5%
-50.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +1.4% |
| 7D | -5.4% | +10.4% | -15.8% | -5.7% |
| 30D | -9.9% | +14.1% | -23.9% | -10.2% |
| 3M | -4.6% | -4.6% | +0.1% | -4.5% |
| 6M | -18.5% | -13.5% | -4.9% | -18.2% |
| YTD | -36.5% | +5.3% | -41.9% | -36.6% |
| 1Y | -32.8% | -14.9% | -17.9% | -32.5% |
| 3Y | -32.2% | +24.3% | -56.5% | -32.9% |
| All | -32.2% | +18.5% | -50.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling