+1.8%
CTSH vs GDXJ
+219.0%
-217.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -2.1% | -8.1% | +6.0% | -2.0% |
| 30D | +1.4% | -5.5% | +6.9% | +1.4% |
| 3M | +7.5% | -14.6% | +22.0% | +7.7% |
| 6M | +39.6% | -23.2% | +62.8% | +40.7% |
| YTD | -22.3% | -13.0% | -9.3% | -22.5% |
| 1Y | -12.0% | +2.8% | -14.7% | -13.2% |
| 3Y | +1.8% | +221.5% | -219.7% | -16.0% |
| All | +1.8% | +219.0% | -217.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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