+38.7%
CTSH vs GRMN
+655.8%
-617.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | +1.8% | +6.3% | -4.5% | -0.9% |
| 30D | +9.8% | +7.6% | +2.2% | +6.2% |
| 3M | +12.1% | -7.5% | +19.6% | +15.3% |
| 6M | +27.4% | +21.2% | +6.2% | +16.2% |
| YTD | -20.3% | +44.0% | -64.3% | -33.0% |
| 1Y | -8.8% | +44.7% | -53.5% | -23.5% |
| 3Y | +4.0% | +160.5% | -156.5% | -39.7% |
| 5Y | -12.2% | +124.6% | -136.8% | -45.8% |
| 10Y | +38.7% | +651.6% | -612.9% | -49.1% |
| All | +38.7% | +655.8% | -617.0% | -49.1% |
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