-26.9%
INFY vs GTLB
+14.4%
-41.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | -2.9% | +11.1% | -14.0% | -5.1% |
| 30D | -6.2% | +37.8% | -44.1% | -12.4% |
| 3M | -4.9% | +61.6% | -66.5% | -13.9% |
| 6M | -16.6% | +98.9% | -115.5% | -27.8% |
| YTD | -32.9% | +32.8% | -65.7% | -40.5% |
| 1Y | -26.9% | +14.7% | -41.5% | -34.5% |
| All | -26.9% | +14.4% | -41.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling