+431.0%
CTAS vs GLDM
+204.0%
+227.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | +0.5% | -5.5% | +6.0% | +0.8% |
| 30D | +10.2% | -7.0% | +17.2% | +10.6% |
| 3M | +12.1% | -12.3% | +24.4% | +12.8% |
| 6M | +38.3% | -17.9% | +56.2% | +39.8% |
| YTD | +21.9% | -10.3% | +32.2% | +22.3% |
| 1Y | +24.0% | -7.8% | +31.8% | +24.2% |
| 3Y | +75.1% | +99.5% | -24.3% | +64.0% |
| 5Y | +116.9% | +106.5% | +10.5% | +100.3% |
| All | +431.0% | +204.0% | +227.0% | +457.9% |
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