-7.3%
CTSH vs GH
+481.7%
-489.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +12.4% | -1.1% | +13.4% | +12.3% |
| 3M | +17.4% | +21.3% | -3.9% | +14.2% |
| 6M | -3.1% | +73.5% | -76.6% | -10.0% |
| YTD | -23.6% | +58.0% | -81.6% | -28.3% |
| 1Y | -10.8% | +163.1% | -173.9% | -21.8% |
| 3Y | -8.3% | +361.0% | -369.3% | -27.8% |
| 5Y | -11.3% | +22.5% | -33.9% | -22.4% |
| All | -7.3% | +481.7% | -489.0% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling