-13.4%
CTSH vs GH
+486.6%
-500.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.0% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | -2.6% | +3.0% | +0.6% |
| 3M | +10.6% | +25.1% | -14.5% | +7.3% |
| 6M | -8.8% | +78.5% | -87.3% | -15.6% |
| YTD | -28.6% | +59.4% | -88.0% | -33.1% |
| 1Y | -15.9% | +173.9% | -189.8% | -26.6% |
| 3Y | -13.9% | +382.7% | -396.6% | -32.6% |
| 5Y | -17.1% | +24.4% | -41.5% | -27.6% |
| All | -13.4% | +486.6% | -500.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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