+654.3%
GS vs CTSH
+22.8%
+631.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.6% |
| 7D | +0.9% | -2.7% | +3.6% | +2.1% |
| 30D | -1.6% | +12.4% | -13.9% | -6.7% |
| 3M | -4.5% | +17.4% | -21.8% | -12.8% |
| 6M | +20.9% | -3.1% | +24.0% | +19.9% |
| YTD | +19.9% | -23.6% | +43.5% | +32.7% |
| 1Y | +41.4% | -10.8% | +52.2% | +43.7% |
| 3Y | +239.2% | -8.3% | +247.5% | +237.0% |
| 5Y | +185.0% | -11.3% | +196.4% | +181.8% |
| All | +654.3% | +22.8% | +631.5% | +526.1% |
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