-14.6%
CTSH vs GIS
-22.4%
+7.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.4% |
| 7D | -5.5% | -8.3% | +2.8% | -3.4% |
| 30D | +4.5% | +2.2% | +2.3% | +4.0% |
| 3M | +13.7% | +15.7% | -2.0% | +10.3% |
| 6M | -8.4% | -12.0% | +3.6% | -6.6% |
| YTD | -26.5% | -15.0% | -11.5% | -24.6% |
| 1Y | -13.9% | -20.1% | +6.2% | -10.8% |
| 3Y | -11.3% | -34.6% | +23.3% | -5.2% |
| All | -14.6% | -22.4% | +7.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling