+21.0%
CTSH vs GME
+255.4%
-234.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.3% | -8.2% | -3.0% |
| 7D | -8.2% | +4.8% | -13.1% | -8.3% |
| 30D | +0.4% | +5.9% | -5.5% | +0.2% |
| 3M | +10.6% | -10.7% | +21.3% | +10.9% |
| 6M | -8.8% | -19.8% | +11.0% | -8.4% |
| YTD | -28.6% | -0.9% | -27.7% | -28.6% |
| 1Y | -15.9% | -15.7% | -0.2% | -15.7% |
| 3Y | -13.9% | +12.3% | -26.2% | -16.9% |
| 5Y | -17.1% | -60.1% | +43.0% | -19.3% |
| 10Y | +21.0% | +265.3% | -244.3% | -23.6% |
| All | +21.0% | +255.4% | -234.4% | -23.6% |
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