-3.1%
CTSH vs GFS
-5.3%
+2.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.2% |
| 7D | -2.7% | +1.0% | -3.7% | -2.5% |
| 30D | +12.4% | -8.6% | +21.0% | +10.3% |
| 3M | +17.4% | -46.5% | +63.9% | +5.5% |
| 6M | -3.1% | -4.8% | +1.7% | -11.2% |
| All | -3.1% | -5.3% | +2.2% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling