+430.4%
CTAS vs GLDM
+212.7%
+217.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -0.8% | -2.0% | +1.2% | -0.7% |
| 30D | +10.7% | -4.4% | +15.2% | +11.0% |
| 3M | +11.0% | -8.8% | +19.8% | +11.5% |
| 6M | +38.7% | -15.9% | +54.6% | +40.1% |
| YTD | +21.8% | -7.7% | +29.4% | +21.9% |
| 1Y | +23.6% | -3.6% | +27.2% | +23.4% |
| 3Y | +74.9% | +105.2% | -30.3% | +63.6% |
| 5Y | +119.5% | +112.8% | +6.7% | +102.4% |
| All | +430.4% | +212.7% | +217.6% | +456.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling