+291.6%
GDX vs CTSH
+21.4%
+270.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -5.4% | -9.8% | +4.4% | -4.0% |
| 30D | +6.6% | +0.1% | +6.5% | +6.6% |
| 3M | +30.1% | +13.2% | +16.9% | +27.4% |
| 6M | -7.1% | -6.2% | -0.9% | -6.5% |
| YTD | +12.0% | -28.5% | +40.4% | +17.4% |
| 1Y | +41.2% | -13.8% | +55.0% | +42.9% |
| 3Y | +251.0% | -13.7% | +264.7% | +252.2% |
| 5Y | +226.7% | -16.7% | +243.4% | +224.7% |
| All | +291.6% | +21.4% | +270.2% | +263.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling