+35.8%
CTSH vs GD
+190.6%
-154.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | -0.6% | -5.0% | +4.4% | +2.0% |
| 30D | +13.4% | +8.9% | +4.5% | +8.0% |
| 3M | +14.4% | -8.0% | +22.5% | +19.2% |
| 6M | +27.7% | +2.9% | +24.8% | +25.0% |
| YTD | -20.6% | +7.1% | -27.7% | -24.4% |
| 1Y | -9.1% | +5.9% | -15.1% | -13.0% |
| 3Y | +3.1% | +53.9% | -50.8% | -21.0% |
| 5Y | -11.8% | +95.4% | -107.2% | -42.4% |
| All | +35.8% | +190.6% | -154.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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