-13.9%
CTSH vs GIS
-35.3%
+21.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -8.2% | -8.6% | +0.4% | -5.9% |
| 30D | +0.4% | -0.5% | +0.9% | +0.5% |
| 3M | +10.6% | +11.9% | -1.3% | +8.1% |
| 6M | -8.8% | -11.6% | +2.8% | -7.2% |
| YTD | -28.6% | -16.3% | -12.3% | -26.8% |
| 1Y | -15.9% | -21.8% | +5.8% | -12.7% |
| All | -13.9% | -35.3% | +21.4% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling