-16.7%
CTSH vs GFI
+515.1%
-531.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -9.8% | -5.1% | -4.6% | -9.6% |
| 30D | +0.1% | +13.4% | -13.3% | -0.4% |
| 3M | +13.2% | +36.2% | -23.0% | +11.8% |
| 6M | -6.2% | -9.8% | +3.6% | -5.9% |
| YTD | -28.5% | +7.7% | -36.1% | -29.1% |
| 1Y | -13.8% | +27.2% | -41.0% | -15.8% |
| 3Y | -13.7% | +300.3% | -314.0% | -24.5% |
| 5Y | -16.7% | +539.8% | -556.5% | -29.4% |
| All | -16.7% | +515.1% | -531.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling