-22.6%
INFY vs GME
-17.1%
-5.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.5% |
| 7D | -8.7% | +4.8% | -13.5% | -9.3% |
| 30D | -13.0% | +5.9% | -18.8% | -13.7% |
| 3M | -8.8% | -10.7% | +2.0% | -7.6% |
| 6M | -22.6% | -19.8% | -2.8% | -18.9% |
| All | -22.6% | -17.1% | -5.4% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling