+22.2%
CTSH vs GIS
-19.5%
+41.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -3.7% | -6.4% | +2.7% | -2.1% |
| 30D | +3.7% | -6.1% | +9.8% | +5.3% |
| 3M | +17.9% | +7.8% | +10.1% | +16.0% |
| 6M | -2.6% | -8.8% | +6.1% | -0.7% |
| YTD | -26.4% | -19.1% | -7.3% | -23.1% |
| 1Y | -13.0% | -24.8% | +11.7% | -7.8% |
| 3Y | -11.2% | -37.6% | +26.4% | -2.6% |
| 5Y | -14.3% | -25.4% | +11.1% | -10.9% |
| All | +22.2% | -19.5% | +41.7% | +21.0% |
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