+22.2%
CTSH vs GFI
+1,066.8%
-1,044.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | -3.7% | -4.9% | +1.1% | -3.6% |
| 30D | +3.7% | +10.7% | -7.0% | +3.4% |
| 3M | +17.9% | +25.6% | -7.7% | +17.1% |
| 6M | -2.6% | -8.3% | +5.6% | -2.6% |
| YTD | -26.4% | +6.3% | -32.7% | -26.8% |
| 1Y | -13.0% | +22.1% | -35.1% | -14.2% |
| 3Y | -11.2% | +289.2% | -300.4% | -17.1% |
| 5Y | -14.3% | +531.7% | -545.9% | -21.6% |
| All | +22.2% | +1,066.8% | -1,044.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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