-10.9%
CTSH vs GLDM
+143.3%
-154.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.4% | +4.4% | +8.0% | +12.4% |
| 3M | +17.4% | -1.1% | +18.4% | +17.5% |
| 6M | -3.1% | -13.7% | +10.6% | -2.8% |
| YTD | -23.6% | +2.8% | -26.3% | -24.0% |
| 1Y | -10.8% | +24.8% | -35.7% | -13.2% |
| 3Y | -8.3% | +127.8% | -136.1% | -20.4% |
| All | -10.9% | +143.3% | -154.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling