+37.1%
CTSH vs GME
+484.8%
-447.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -2.1% | +1.6% | -3.7% | -2.1% |
| 30D | +8.0% | -6.2% | +14.1% | +8.1% |
| 3M | +10.6% | +35.8% | -25.2% | +9.7% |
| 6M | +32.5% | +10.3% | +22.2% | +32.1% |
| YTD | -21.0% | +27.2% | -48.2% | -21.5% |
| 1Y | -9.9% | +19.1% | -29.0% | -10.4% |
| 3Y | +3.1% | +103.7% | -100.6% | -2.0% |
| 5Y | -13.4% | -50.0% | +36.6% | -16.3% |
| 10Y | +37.1% | +471.4% | -434.3% | -5.8% |
| All | +37.1% | +484.8% | -447.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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