+78.9%
INFY vs GSK
+80.1%
-1.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -5.4% | -3.5% | -1.9% | -4.3% |
| 30D | -9.9% | -3.4% | -6.4% | -8.8% |
| 3M | -4.6% | -8.1% | +3.6% | -1.9% |
| 6M | -18.5% | -11.1% | -7.3% | -15.5% |
| YTD | -36.5% | +0.7% | -37.3% | -37.0% |
| 1Y | -32.8% | +20.1% | -52.9% | -37.1% |
| 3Y | -32.2% | +46.1% | -78.3% | -42.2% |
| 5Y | -44.7% | +48.2% | -92.9% | -54.4% |
| All | +78.9% | +80.1% | -1.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling