+25.6%
CTAS vs GLDM
+2.8%
+22.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.3% |
| 7D | +7.6% | -0.3% | +7.9% | +7.6% |
| 30D | +17.2% | -1.9% | +19.1% | +17.2% |
| 3M | +12.8% | -0.4% | +13.2% | +12.8% |
| 6M | +38.0% | -10.1% | +48.0% | +38.8% |
| YTD | +22.7% | -5.8% | +28.6% | +21.5% |
| 1Y | +25.6% | +3.1% | +22.5% | +23.3% |
| All | +25.6% | +2.8% | +22.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling