-17.1%
CTSH vs GDXJ
+229.7%
-246.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -8.2% | +0.9% | -9.1% | -8.3% |
| 30D | +0.4% | +8.8% | -8.4% | -0.4% |
| 3M | +10.6% | +29.8% | -19.3% | +7.7% |
| 6M | -8.8% | -5.8% | -3.0% | -8.5% |
| YTD | -28.6% | +13.6% | -42.2% | -30.5% |
| 1Y | -15.9% | +54.5% | -70.4% | -22.4% |
| 3Y | -13.9% | +301.4% | -315.3% | -34.9% |
| 5Y | -17.1% | +236.3% | -253.4% | -36.3% |
| All | -17.1% | +229.7% | -246.8% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling