+185.4%
GDX vs CTSH
-11.9%
+197.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.6% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +2.5% | +13.4% | -10.9% | +0.2% |
| 3M | +4.4% | +14.4% | -10.0% | +1.8% |
| 6M | -5.2% | +27.7% | -33.0% | -9.7% |
| YTD | +2.1% | -20.6% | +22.7% | +7.7% |
| 1Y | +24.7% | -9.1% | +33.8% | +26.8% |
| 3Y | +211.3% | +3.1% | +208.2% | +197.2% |
| All | +185.4% | -11.9% | +197.2% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling