-44.7%
INFY vs GTLB
-50.8%
+6.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -8.7% | -6.6% | -2.1% | -8.0% |
| 30D | -13.0% | +13.7% | -26.7% | -14.3% |
| 3M | -8.8% | +52.9% | -61.7% | -13.2% |
| 6M | -22.6% | +88.5% | -111.1% | -28.2% |
| YTD | -37.3% | +23.4% | -60.8% | -39.6% |
| 1Y | -33.4% | -3.8% | -29.5% | -34.5% |
| 3Y | -32.3% | -11.5% | -20.8% | -34.7% |
| All | -44.7% | -50.8% | +6.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling