+217.1%
GLD vs CTSH
+21.9%
+195.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | -0.5% | -2.7% | +2.2% | -0.5% |
| 30D | +4.4% | +12.4% | -8.0% | +4.2% |
| 3M | -1.1% | +17.4% | -18.5% | -1.3% |
| 6M | -13.8% | -3.1% | -10.7% | -13.7% |
| YTD | +2.6% | -23.6% | +26.2% | +3.1% |
| 1Y | +24.5% | -10.8% | +35.3% | +24.6% |
| 3Y | +125.8% | -8.3% | +134.1% | +125.1% |
| 5Y | +137.8% | -11.3% | +149.1% | +136.0% |
| All | +217.1% | +21.9% | +195.2% | +209.0% |
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