+35.8%
CTSH vs GPC
+85.6%
-49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | -0.6% | +1.6% | -2.2% | -1.3% |
| 30D | +13.4% | -2.1% | +15.5% | +14.4% |
| 3M | +14.4% | -6.8% | +21.2% | +17.9% |
| 6M | +27.7% | +18.6% | +9.1% | +17.0% |
| YTD | -20.6% | +2.7% | -23.3% | -23.3% |
| 1Y | -9.1% | +1.8% | -10.9% | -11.9% |
| 3Y | +3.1% | +1.1% | +2.0% | -3.7% |
| 5Y | -11.8% | +4.1% | -15.8% | -20.5% |
| All | +35.8% | +85.6% | -49.8% | -7.8% |
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