-11.3%
CTSH vs GTLB
-8.4%
-2.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.5% | -2.9% |
| 7D | -5.5% | +4.6% | -10.0% | -6.3% |
| 30D | +4.5% | +21.0% | -16.5% | +0.8% |
| 3M | +13.7% | +51.7% | -38.0% | +5.2% |
| 6M | -8.4% | +89.3% | -97.7% | -18.6% |
| YTD | -26.5% | +25.6% | -52.1% | -31.3% |
| 1Y | -13.9% | -1.5% | -12.4% | -17.5% |
| 3Y | -11.3% | -9.9% | -1.4% | -17.8% |
| All | -11.3% | -8.4% | -2.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling