-14.4%
CTSH vs GFS
-22.7%
+8.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.5% |
| 7D | -2.1% | +6.2% | -8.3% | -2.9% |
| 30D | +8.0% | -11.4% | +19.3% | +9.0% |
| 3M | +10.6% | -15.5% | +26.1% | +12.0% |
| 6M | +32.5% | -42.6% | +75.2% | +39.0% |
| YTD | -21.0% | +23.2% | -44.2% | -31.4% |
| 1Y | -9.9% | +23.6% | -33.5% | -22.0% |
| 3Y | +3.1% | -17.2% | +20.4% | -5.5% |
| All | -14.4% | -22.7% | +8.3% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling