-26.9%
INFY vs GPC
+1.0%
-27.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -6.2% | +6.0% | -12.2% | -7.6% |
| 3M | -4.9% | +42.6% | -47.5% | -10.3% |
| 6M | -16.6% | +22.8% | -39.3% | -19.7% |
| YTD | -32.9% | +15.5% | -48.4% | -36.6% |
| 1Y | -26.9% | +2.0% | -28.9% | -30.5% |
| All | -26.9% | +1.0% | -27.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling