+141.0%
GS vs CTSH
-9.4%
+150.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.7% |
| 7D | -6.3% | +6.4% | -12.8% | -8.1% |
| 30D | -3.1% | +16.3% | -19.4% | -7.9% |
| 3M | -17.7% | +20.0% | -37.6% | -23.0% |
| 6M | -4.6% | +29.9% | -34.5% | -14.4% |
| YTD | +0.3% | -18.4% | +18.7% | +10.1% |
| 1Y | +11.7% | -8.9% | +20.6% | +15.9% |
| 3Y | +183.6% | +6.0% | +177.6% | +170.1% |
| 5Y | +141.0% | -9.3% | +150.2% | +144.9% |
| All | +141.0% | -9.4% | +150.3% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling