+35,575.5%
CTSH vs GPC
+823.9%
+34,751.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.0% |
| 7D | -0.6% | +1.6% | -2.2% | -1.5% |
| 30D | +13.4% | -2.1% | +15.5% | +14.7% |
| 3M | +14.4% | -6.8% | +21.2% | +18.9% |
| 6M | +27.7% | +18.6% | +9.1% | +13.5% |
| YTD | -20.6% | +2.7% | -23.3% | -24.5% |
| 1Y | -9.1% | +1.8% | -10.9% | -13.2% |
| 3Y | +3.1% | +1.1% | +2.0% | -6.2% |
| 5Y | -11.8% | +4.1% | -15.8% | -23.3% |
| 10Y | +42.7% | +88.2% | -45.5% | -23.9% |
| All | +35,575.5% | +823.9% | +34,751.6% | +7,263.2% |
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 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