+3.9%
CTSH vs GME
+93.1%
-89.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -2.3% | +5.8% | -8.1% | -2.4% |
| 30D | +7.4% | -3.7% | +11.1% | +7.5% |
| 3M | +10.9% | +33.6% | -22.6% | +10.2% |
| 6M | +24.7% | +5.4% | +19.3% | +24.4% |
| YTD | -22.0% | +27.4% | -49.4% | -22.4% |
| 1Y | -11.2% | +19.0% | -30.2% | -11.5% |
| 3Y | +3.9% | +101.5% | -97.6% | +0.2% |
| All | +3.9% | +93.1% | -89.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling