-10.8%
CTSH vs GSK
+31.2%
-42.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | +12.4% | -2.2% | +14.5% | +12.9% |
| 3M | +17.4% | -1.8% | +19.2% | +18.0% |
| 6M | -3.1% | -10.6% | +7.5% | -0.8% |
| YTD | -23.6% | +4.4% | -28.0% | -25.3% |
| 1Y | -10.8% | +30.4% | -41.2% | -16.1% |
| All | -10.8% | +31.2% | -42.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling