+3,616.4%
CTSH vs GPN
+2,520.1%
+1,096.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.5% | -2.4% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | +4.5% | +3.8% | +0.7% | +2.7% |
| 3M | +13.7% | +39.2% | -25.4% | -1.7% |
| 6M | -8.4% | +17.9% | -26.3% | -15.5% |
| YTD | -26.5% | +16.4% | -42.9% | -32.1% |
| 1Y | -13.9% | +3.6% | -17.6% | -16.9% |
| 3Y | -11.3% | -26.7% | +15.3% | -4.5% |
| 5Y | -14.8% | -44.8% | +29.9% | +0.5% |
| 10Y | +22.5% | +24.1% | -1.6% | -0.8% |
| All | +3,616.4% | +2,520.1% | +1,096.3% | +1,025.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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