-8.8%
CTSH vs GLDM
-1.4%
-7.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.0% |
| 7D | +1.8% | +2.9% | -1.0% | +2.0% |
| 30D | +9.8% | -3.9% | +13.7% | +9.4% |
| 3M | +12.1% | -8.1% | +20.3% | +11.4% |
| 6M | +27.4% | -14.7% | +42.1% | +25.5% |
| YTD | -20.3% | -6.6% | -13.7% | -22.0% |
| 1Y | -8.8% | -2.1% | -6.7% | -12.5% |
| All | -8.8% | -1.4% | -7.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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