-18.0%
CTSH vs GTLB
-49.8%
+31.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -9.8% | -4.1% | -5.7% | -9.3% |
| 30D | +0.1% | +12.3% | -12.2% | -1.5% |
| 3M | +13.2% | +65.9% | -52.7% | +5.8% |
| 6M | -6.2% | +104.0% | -110.2% | -14.8% |
| YTD | -28.5% | +26.0% | -54.5% | -31.5% |
| 1Y | -13.8% | -3.5% | -10.3% | -15.4% |
| 3Y | -13.7% | -9.6% | -4.1% | -17.3% |
| All | -18.0% | -49.8% | +31.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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