-13.7%
CTSH vs GDXJ
+281.5%
-295.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | -9.8% | -6.2% | -3.6% | -9.6% |
| 30D | +0.1% | +4.6% | -4.5% | 0.0% |
| 3M | +13.2% | +31.3% | -18.0% | +12.4% |
| 6M | -6.2% | -10.7% | +4.5% | -5.3% |
| YTD | -28.5% | +9.1% | -37.5% | -29.0% |
| 1Y | -13.8% | +44.1% | -57.9% | -16.9% |
| All | -13.7% | +281.5% | -295.2% | -30.6% |
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