-7.3%
CTSH vs GGLL
+245.5%
-252.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.4% |
| 7D | -2.7% | -4.8% | +2.1% | -2.2% |
| 30D | +12.4% | -13.7% | +26.1% | +14.0% |
| 3M | +17.4% | -21.9% | +39.2% | +19.6% |
| 6M | -3.1% | +11.7% | -14.7% | -6.2% |
| YTD | -23.6% | +2.3% | -25.8% | -25.2% |
| 1Y | -10.8% | +76.2% | -87.0% | -19.3% |
| All | -7.3% | +245.5% | -252.9% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling