-24.1%
CTSH vs GLXY
+15.1%
-39.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.6% | -3.8% |
| 7D | -5.5% | +15.5% | -20.9% | -5.3% |
| 30D | +4.5% | +34.1% | -29.6% | +5.0% |
| 3M | +13.7% | -11.3% | +25.1% | +15.0% |
| 6M | -8.4% | +31.6% | -40.0% | -9.3% |
| YTD | -26.5% | +21.0% | -47.5% | -26.9% |
| 1Y | -13.9% | +11.7% | -25.6% | -13.7% |
| All | -24.1% | +15.1% | -39.2% | -24.4% |
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