+208.4%
GLD vs CTSH
+39.6%
+168.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.7% |
| 7D | +2.8% | +1.8% | +1.0% | +2.8% |
| 30D | -4.0% | +9.8% | -13.8% | -4.1% |
| 3M | -8.2% | +12.1% | -20.4% | -8.4% |
| 6M | -14.8% | +27.4% | -42.3% | -15.2% |
| YTD | -6.8% | -20.3% | +13.5% | -6.4% |
| 1Y | -2.4% | -8.8% | +6.4% | -2.4% |
| 3Y | +105.8% | +4.0% | +101.7% | +104.3% |
| 5Y | +113.3% | -12.2% | +125.5% | +111.7% |
| 10Y | +208.4% | +38.7% | +169.7% | +196.5% |
| All | +208.4% | +39.6% | +168.8% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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