+34,247.0%
CTSH vs GSK
+187.4%
+34,059.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | +12.4% | -2.2% | +14.5% | +13.4% |
| 3M | +17.4% | -1.8% | +19.2% | +18.1% |
| 6M | -3.1% | -10.6% | +7.5% | +1.2% |
| YTD | -23.6% | +4.4% | -28.0% | -25.9% |
| 1Y | -10.8% | +30.4% | -41.2% | -22.3% |
| 3Y | -8.3% | +60.1% | -68.4% | -29.6% |
| 5Y | -11.3% | +46.8% | -58.1% | -30.5% |
| 10Y | +22.6% | +79.2% | -56.6% | -14.3% |
| All | +34,247.0% | +187.4% | +34,059.6% | +16,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling