-32.2%
INFY vs GWW
+89.6%
-121.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.8% |
| 30D | -9.9% | -1.9% | -7.9% | -9.5% |
| 3M | -4.6% | -2.4% | -2.2% | -4.4% |
| 6M | -18.5% | +15.7% | -34.2% | -22.0% |
| YTD | -36.5% | +27.6% | -64.1% | -40.7% |
| 1Y | -32.8% | +27.2% | -59.9% | -37.2% |
| 3Y | -32.2% | +89.7% | -121.9% | -40.7% |
| All | -32.2% | +89.6% | -121.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling