+21.0%
CTSH vs GRMN
+628.0%
-607.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | -8.2% | -1.4% | -6.8% | -7.6% |
| 30D | +0.4% | -13.1% | +13.5% | +6.6% |
| 3M | +10.6% | +14.9% | -4.4% | +3.9% |
| 6M | -8.8% | +13.1% | -21.9% | -14.2% |
| YTD | -28.6% | +35.3% | -63.9% | -38.0% |
| 1Y | -15.9% | +16.0% | -31.9% | -22.7% |
| 3Y | -13.9% | +179.6% | -193.5% | -52.2% |
| 5Y | -17.1% | +75.0% | -92.1% | -41.6% |
| 10Y | +21.0% | +644.1% | -623.1% | -56.4% |
| All | +21.0% | +628.0% | -607.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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