+418.9%
CTAS vs GLDM
+219.1%
+199.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +1.2% | +4.7% | -3.5% | +0.9% |
| 30D | +12.8% | -0.9% | +13.6% | +12.8% |
| 3M | +10.3% | -4.3% | +14.6% | +10.5% |
| 6M | +32.0% | -13.4% | +45.4% | +33.1% |
| YTD | +19.1% | -5.8% | +24.9% | +19.2% |
| 1Y | +21.5% | +2.1% | +19.4% | +20.9% |
| 3Y | +76.0% | +105.0% | -29.0% | +64.6% |
| 5Y | +110.9% | +122.5% | -11.6% | +94.3% |
| All | +418.9% | +219.1% | +199.8% | +443.9% |
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