-19.5%
CTSH vs GLXY
-38.3%
+18.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -8.0% | -1.5% |
| 7D | -2.3% | -0.5% | -1.7% | -2.2% |
| 30D | +7.4% | -28.6% | +36.1% | +6.9% |
| 3M | +10.9% | -28.1% | +39.0% | +10.6% |
| 6M | +24.7% | -52.0% | +76.7% | +24.9% |
| YTD | -22.0% | -35.1% | +13.1% | -23.0% |
| 1Y | -11.2% | -54.0% | +42.9% | -10.9% |
| All | -19.5% | -38.3% | +18.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling