+32,929.6%
CTSH vs GFI
+1,695.4%
+31,234.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.8% |
| 7D | -5.5% | +5.7% | -11.1% | -5.8% |
| 30D | +4.5% | +15.6% | -11.1% | +3.6% |
| 3M | +13.7% | +31.5% | -17.8% | +11.7% |
| 6M | -8.4% | -3.7% | -4.7% | -8.7% |
| YTD | -26.5% | +11.2% | -37.7% | -27.6% |
| 1Y | -13.9% | +36.4% | -50.3% | -16.6% |
| 3Y | -11.3% | +313.5% | -324.9% | -20.9% |
| 5Y | -14.8% | +528.0% | -542.9% | -27.1% |
| 10Y | +22.5% | +1,021.4% | -998.9% | -3.3% |
| All | +32,929.6% | +1,695.4% | +31,234.2% | +20,915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling