+78.9%
INFY vs GWW
+570.2%
-491.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.5% |
| 30D | -9.9% | -1.9% | -7.9% | -9.4% |
| 3M | -4.6% | -2.4% | -2.2% | -4.3% |
| 6M | -18.5% | +15.7% | -34.2% | -22.1% |
| YTD | -36.5% | +27.6% | -64.1% | -41.0% |
| 1Y | -32.8% | +27.2% | -59.9% | -37.5% |
| 3Y | -32.2% | +89.7% | -121.9% | -44.1% |
| 5Y | -44.7% | +223.9% | -268.6% | -61.0% |
| All | +78.9% | +570.2% | -491.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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