+457.2%
GS vs CTSH
+39.6%
+417.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | +1.6% | +1.8% | -0.3% | +0.7% |
| 30D | +1.7% | +9.8% | -8.1% | -3.1% |
| 3M | -11.6% | +12.1% | -23.7% | -17.3% |
| 6M | -1.9% | +27.4% | -29.3% | -15.9% |
| YTD | +5.1% | -20.3% | +25.3% | +13.2% |
| 1Y | +16.4% | -8.8% | +25.2% | +16.5% |
| 3Y | +199.0% | +4.0% | +194.9% | +174.6% |
| 5Y | +157.4% | -12.2% | +169.6% | +153.2% |
| 10Y | +457.2% | +38.7% | +418.5% | +341.4% |
| All | +457.2% | +39.6% | +417.6% | +341.4% |
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