-17.8%
CTSH vs GFS
-2.1%
-15.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.8% | +3.2% | -13.0% | -10.2% |
| 30D | +0.1% | -9.6% | +9.7% | +1.3% |
| 3M | +13.2% | -38.5% | +51.7% | +19.6% |
| 6M | -6.2% | -1.3% | -4.9% | -11.6% |
| YTD | -28.5% | +31.8% | -60.3% | -37.7% |
| 1Y | -13.8% | +44.6% | -58.3% | -26.9% |
| 3Y | -13.7% | -20.6% | +6.9% | -18.9% |
| All | -17.8% | -2.1% | -15.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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