-12.1%
CTSH vs GIS
-23.4%
+11.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.1% |
| 7D | -4.2% | -8.1% | +3.9% | -0.5% |
| 30D | +3.9% | +5.3% | -1.4% | +1.8% |
| 3M | +10.2% | -10.5% | +20.7% | +15.1% |
| 6M | +35.3% | +1.8% | +33.5% | +35.9% |
| YTD | -21.8% | -22.9% | +1.1% | -17.4% |
| 1Y | -12.1% | -22.9% | +10.8% | -7.7% |
| All | -12.1% | -23.4% | +11.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling