+177.3%
GDX vs CTSH
+364.9%
-187.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.7% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +2.5% | +13.4% | -10.9% | -0.3% |
| 3M | +4.4% | +14.4% | -10.0% | +1.1% |
| 6M | -5.2% | +27.7% | -33.0% | -11.2% |
| YTD | +2.1% | -20.6% | +22.7% | +5.1% |
| 1Y | +24.7% | -9.1% | +33.8% | +24.6% |
| 3Y | +211.3% | +3.1% | +208.2% | +199.1% |
| 5Y | +186.7% | -11.8% | +198.4% | +181.3% |
| 10Y | +285.3% | +42.7% | +242.6% | +225.1% |
| All | +177.3% | +364.9% | -187.6% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling