+35,415.6%
CTSH vs GPC
+831.0%
+34,584.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -2.1% | -2.1% | 0.0% | -0.9% |
| 30D | +8.0% | -4.5% | +12.5% | +10.7% |
| 3M | +10.6% | -7.7% | +18.3% | +15.5% |
| 6M | +32.5% | +24.3% | +8.2% | +14.4% |
| YTD | -21.0% | +3.5% | -24.4% | -25.3% |
| 1Y | -9.9% | +0.7% | -10.7% | -13.5% |
| 3Y | +3.1% | 0.0% | +3.1% | -5.6% |
| 5Y | -13.4% | +5.8% | -19.3% | -25.5% |
| 10Y | +37.1% | +75.8% | -38.6% | -23.1% |
| All | +35,415.6% | +831.0% | +34,584.6% | +7,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling