+5.2%
CTSH vs GGLL
+328.7%
-323.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | -2.7% | -4.8% | +2.1% | -2.1% |
| 30D | +12.4% | -13.7% | +26.1% | +14.5% |
| 3M | +17.4% | -21.9% | +39.2% | +20.3% |
| 6M | -3.1% | +11.7% | -14.7% | -7.0% |
| YTD | -23.6% | +2.3% | -25.8% | -25.7% |
| 1Y | -10.8% | +76.2% | -87.0% | -21.7% |
| 3Y | -8.3% | +245.0% | -253.3% | -34.1% |
| All | +5.2% | +328.7% | -323.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling