+35.7%
CTSH vs GIS
-18.8%
+54.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.5% |
| 7D | -4.2% | -8.1% | +3.9% | -2.0% |
| 30D | +3.9% | +5.3% | -1.4% | +2.7% |
| 3M | +10.2% | -10.5% | +20.7% | +13.2% |
| 6M | +35.3% | +1.8% | +33.5% | +35.0% |
| YTD | -21.8% | -22.9% | +1.1% | -17.3% |
| 1Y | -12.1% | -22.9% | +10.8% | -7.2% |
| 3Y | +2.0% | -40.5% | +42.6% | +13.3% |
| 5Y | -15.3% | -34.9% | +19.6% | -8.9% |
| All | +35.7% | -18.8% | +54.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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