+2,396.4%
INFY vs GPC
+982.2%
+1,414.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.5% |
| 7D | -7.2% | +0.2% | -7.4% | -7.3% |
| 30D | -11.2% | -0.4% | -10.8% | -11.0% |
| 3M | -7.4% | +39.2% | -46.6% | -21.5% |
| 6M | -21.3% | +18.2% | -39.5% | -28.0% |
| YTD | -36.2% | +12.1% | -48.3% | -41.0% |
| 1Y | -31.3% | -0.7% | -30.6% | -32.7% |
| 3Y | -31.1% | -1.7% | -29.4% | -35.7% |
| 5Y | -44.9% | +29.3% | -74.1% | -56.4% |
| 10Y | +83.1% | +80.7% | +2.4% | +9.4% |
| All | +2,396.4% | +982.2% | +1,414.2% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling