+34,247.0%
CTSH vs GIS
+425.3%
+33,821.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.8% |
| 7D | -2.7% | -7.8% | +5.1% | -0.2% |
| 30D | +12.4% | +6.6% | +5.8% | +10.1% |
| 3M | +17.4% | +21.0% | -3.6% | +10.5% |
| 6M | -3.1% | -9.1% | +6.0% | -0.4% |
| YTD | -23.6% | -13.6% | -10.0% | -20.5% |
| 1Y | -10.8% | -18.0% | +7.2% | -6.0% |
| 3Y | -8.3% | -33.7% | +25.4% | +2.1% |
| 5Y | -11.3% | -19.4% | +8.1% | -8.8% |
| 10Y | +22.6% | -21.3% | +43.9% | +23.4% |
| All | +34,247.0% | +425.3% | +33,821.7% | +20,498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling