+9.2%
CTSH vs GGLL
+188.6%
-179.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | +13.4% | -36.3% | +49.7% | +19.7% |
| 3M | +14.4% | -40.4% | +54.8% | +21.6% |
| 6M | +27.7% | -54.6% | +82.3% | +39.6% |
| YTD | -20.6% | -31.1% | +10.5% | -19.3% |
| 1Y | -9.1% | -19.2% | +10.1% | -10.4% |
| 3Y | +3.1% | +151.5% | -148.4% | -23.7% |
| All | +9.2% | +188.6% | -179.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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