+263.6%
GDX vs CTSH
-7.5%
+271.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.2% |
| 30D | +18.6% | +12.4% | +6.3% | +18.0% |
| 3M | +14.9% | +17.4% | -2.5% | +14.4% |
| 6M | -6.3% | -3.1% | -3.2% | -4.5% |
| YTD | +15.7% | -23.6% | +39.3% | +21.1% |
| 1Y | +54.8% | -10.8% | +65.7% | +57.9% |
| All | +263.6% | -7.5% | +271.0% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling