+7.3%
CTSH vs GGLL
+195.8%
-188.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.1% |
| 7D | -2.3% | +6.3% | -8.6% | -3.1% |
| 30D | +7.4% | -35.1% | +42.5% | +13.1% |
| 3M | +10.9% | -37.7% | +48.6% | +17.2% |
| 6M | +24.7% | -54.1% | +78.8% | +36.1% |
| YTD | -22.0% | -29.4% | +7.4% | -20.9% |
| 1Y | -11.2% | -13.4% | +2.2% | -13.4% |
| 3Y | +3.9% | +158.3% | -154.5% | -23.4% |
| All | +7.3% | +195.8% | -188.5% | -26.8% |
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