-13.4%
CTSH vs GH
+48.9%
-62.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -8.2% | +6.1% | -1.3% |
| 30D | +8.0% | -4.9% | +12.9% | +8.2% |
| 3M | +10.6% | -6.2% | +16.8% | +10.8% |
| 6M | +32.5% | +60.0% | -27.5% | +24.6% |
| YTD | -21.0% | +51.5% | -72.5% | -25.6% |
| 1Y | -9.9% | +58.4% | -68.3% | -15.6% |
| 3Y | +3.1% | +617.2% | -614.1% | -21.9% |
| 5Y | -13.4% | +47.0% | -60.4% | -26.4% |
| All | -13.4% | +48.9% | -62.3% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling