+4,732.2%
CTSH vs GME
+1,082.6%
+3,649.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -2.7% | +7.2% | -9.9% | -3.2% |
| 30D | +12.4% | +0.8% | +11.6% | +12.3% |
| 3M | +17.4% | -14.0% | +31.3% | +18.5% |
| 6M | -3.1% | -19.7% | +16.7% | -1.9% |
| YTD | -23.6% | -4.6% | -19.0% | -23.5% |
| 1Y | -10.8% | -14.3% | +3.5% | -10.2% |
| 3Y | -8.3% | +4.0% | -12.3% | -16.8% |
| 5Y | -11.3% | -62.2% | +50.9% | -17.3% |
| 10Y | +22.6% | +241.4% | -218.7% | -51.5% |
| All | +4,732.2% | +1,082.6% | +3,649.5% | +1,238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling