+486.7%
GS vs CTSH
+37.6%
+449.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.8% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -2.4% | +13.4% | -15.8% | -8.3% |
| 3M | -15.7% | +14.4% | -30.2% | -21.8% |
| 6M | -6.8% | +27.7% | -34.5% | -20.1% |
| YTD | -0.1% | -20.6% | +20.6% | +7.9% |
| 1Y | +12.1% | -9.1% | +21.2% | +12.4% |
| 3Y | +185.8% | +3.1% | +182.7% | +164.0% |
| 5Y | +140.1% | -11.8% | +151.9% | +135.5% |
| All | +486.7% | +37.6% | +449.1% | +374.7% |
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