+37.8%
CTSH vs GPC
+93.7%
-56.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -2.8% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | +7.4% | -1.1% | +8.5% | +7.8% |
| 3M | +10.9% | -6.6% | +17.6% | +14.1% |
| 6M | +24.7% | +22.2% | +2.4% | +12.6% |
| YTD | -22.0% | +5.1% | -27.0% | -25.5% |
| 1Y | -11.2% | +2.8% | -14.0% | -14.3% |
| 3Y | +3.9% | +2.4% | +1.5% | -3.5% |
| 5Y | -13.9% | +7.8% | -21.7% | -23.8% |
| 10Y | +37.8% | +87.2% | -49.5% | -12.2% |
| All | +37.8% | +93.7% | -56.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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