+3.6%
CTSH vs GFS
-16.3%
+19.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.0% |
| 7D | -2.1% | +6.2% | -8.3% | -2.1% |
| 30D | +8.0% | -11.4% | +19.3% | +8.3% |
| 3M | +10.6% | -15.5% | +26.1% | +11.1% |
| 6M | +32.5% | -42.6% | +75.2% | +34.9% |
| YTD | -21.0% | +23.2% | -44.2% | -31.5% |
| 1Y | -9.9% | +23.6% | -33.5% | -22.1% |
| All | +3.6% | -16.3% | +19.9% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling