-3.7%
CTSH vs GLDM
+221.7%
-225.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +6.4% | +1.9% | +4.5% | +6.3% |
| 30D | +16.3% | -1.7% | +18.0% | +16.4% |
| 3M | +20.0% | -3.5% | +23.5% | +20.2% |
| 6M | +29.9% | -10.1% | +40.0% | +30.6% |
| YTD | -18.4% | -5.0% | -13.3% | -18.8% |
| 1Y | -8.9% | +2.8% | -11.6% | -10.1% |
| 3Y | +6.0% | +105.1% | -99.1% | -7.1% |
| 5Y | -9.3% | +124.3% | -133.6% | -22.5% |
| All | -3.7% | +221.7% | -225.4% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling