+4,832.2%
CTSH vs GME
+1,479.5%
+3,352.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | -2.3% | +5.8% | -8.1% | -2.7% |
| 30D | +7.4% | -3.7% | +11.1% | +7.6% |
| 3M | +10.9% | +33.6% | -22.6% | +8.6% |
| 6M | +24.7% | +5.4% | +19.3% | +23.9% |
| YTD | -22.0% | +27.4% | -49.4% | -23.5% |
| 1Y | -11.2% | +19.0% | -30.2% | -12.5% |
| 3Y | +3.9% | +101.5% | -97.6% | -10.1% |
| 5Y | -13.9% | -50.5% | +36.5% | -21.2% |
| 10Y | +37.8% | +493.3% | -455.6% | -50.0% |
| All | +4,832.2% | +1,479.5% | +3,352.7% | +1,238.1% |
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