+825.3%
INFY vs GME
+1,158.5%
-333.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -9.8% | +6.0% | -15.8% | -10.1% |
| 30D | -13.4% | +8.3% | -21.8% | -13.8% |
| 3M | -7.2% | -9.1% | +1.8% | -6.8% |
| 6M | -20.6% | -16.3% | -4.3% | -19.9% |
| YTD | -37.5% | +1.5% | -39.0% | -37.6% |
| 1Y | -33.4% | -16.3% | -17.0% | -32.8% |
| 3Y | -32.4% | +15.1% | -47.6% | -38.3% |
| 5Y | -45.5% | -57.2% | +11.7% | -49.2% |
| 10Y | +79.7% | +274.5% | -194.8% | -23.5% |
| All | +825.3% | +1,158.5% | -333.2% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling