-32.2%
INFY vs GNRC
+61.6%
-93.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +1.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -9.9% | -15.7% | +5.9% | -9.5% |
| 3M | -4.6% | -27.3% | +22.8% | -4.1% |
| 6M | -18.5% | -12.1% | -6.4% | -19.6% |
| YTD | -36.5% | +37.1% | -73.7% | -40.8% |
| 1Y | -32.8% | -0.5% | -32.3% | -34.8% |
| 3Y | -32.2% | +61.5% | -93.7% | -37.7% |
| All | -32.2% | +61.6% | -93.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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