-15.9%
CTSH vs GFS
+39.8%
-55.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -2.6% |
| 7D | -8.2% | +4.5% | -12.7% | -7.6% |
| 30D | +0.4% | -8.2% | +8.6% | -0.7% |
| 3M | +10.6% | -38.9% | +49.4% | +5.1% |
| 6M | -8.8% | -2.9% | -5.9% | -14.4% |
| YTD | -28.6% | +31.8% | -60.4% | -36.6% |
| 1Y | -15.9% | +43.1% | -59.0% | -27.2% |
| All | -15.9% | +39.8% | -55.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling