+34.8%
CTSH vs GRMN
+628.7%
-593.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +1.4% | +1.2% | +0.2% | +0.6% |
| 3M | +7.5% | -8.9% | +16.4% | +11.2% |
| 6M | +39.6% | +23.0% | +16.6% | +26.5% |
| YTD | -22.3% | +41.2% | -63.5% | -34.2% |
| 1Y | -12.0% | +47.5% | -59.4% | -26.8% |
| 3Y | +1.8% | +155.8% | -154.0% | -40.6% |
| 5Y | -15.8% | +120.2% | -136.0% | -47.7% |
| All | +34.8% | +628.7% | -593.9% | -49.6% |
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