+243.0%
GS vs CTSH
-8.2%
+251.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | +0.9% | -2.7% | +3.6% | +1.5% |
| 30D | -1.6% | +12.4% | -13.9% | -4.2% |
| 3M | -4.5% | +17.4% | -21.8% | -7.5% |
| 6M | +20.9% | -3.1% | +24.0% | +26.6% |
| YTD | +19.9% | -23.6% | +43.5% | +39.3% |
| 1Y | +41.4% | -10.8% | +52.2% | +50.4% |
| All | +243.0% | -8.2% | +251.2% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling