+3.1%
CTSH vs GD
+54.3%
-51.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -0.6% | -5.0% | +4.4% | +1.3% |
| 30D | +13.4% | +8.9% | +4.5% | +9.1% |
| 3M | +14.4% | -8.0% | +22.5% | +18.0% |
| 6M | +27.7% | +2.9% | +24.8% | +25.3% |
| YTD | -20.6% | +7.1% | -27.7% | -23.6% |
| 1Y | -9.1% | +5.9% | -15.1% | -12.1% |
| 3Y | +3.1% | +53.9% | -50.8% | -16.6% |
| All | +3.1% | +54.3% | -51.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling