+739.4%
GLD vs CTSH
+668.4%
+71.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -0.9% | +13.4% | -14.3% | -1.0% |
| 3M | -4.4% | +14.4% | -18.8% | -4.5% |
| 6M | -13.6% | +27.7% | -41.3% | -13.8% |
| YTD | -6.0% | -20.6% | +14.6% | -5.9% |
| 1Y | +1.8% | -9.1% | +10.9% | +1.7% |
| 3Y | +103.2% | +3.1% | +100.1% | +102.7% |
| 5Y | +119.3% | -11.8% | +131.1% | +118.8% |
| 10Y | +199.5% | +42.7% | +156.8% | +197.2% |
| All | +739.4% | +668.4% | +71.0% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling