-12.2%
CTSH vs GD
+100.7%
-112.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | +1.8% | -1.9% | +3.7% | +2.6% |
| 30D | +9.8% | +10.9% | -1.1% | +4.7% |
| 3M | +12.1% | -6.8% | +18.9% | +15.2% |
| 6M | +27.4% | +7.0% | +20.4% | +23.0% |
| YTD | -20.3% | +11.1% | -31.4% | -24.5% |
| 1Y | -8.8% | +7.0% | -15.8% | -12.2% |
| 3Y | +4.0% | +59.9% | -55.9% | -17.5% |
| 5Y | -12.2% | +102.5% | -114.7% | -41.6% |
| All | -12.2% | +100.7% | -112.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling