+22.8%
CTAS vs GLDM
-1.4%
+24.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.0% |
| 7D | +0.7% | +2.9% | -2.2% | +0.6% |
| 30D | +11.3% | -3.9% | +15.2% | +11.3% |
| 3M | +11.4% | -8.1% | +19.6% | +11.6% |
| 6M | +35.6% | -14.7% | +50.3% | +36.9% |
| YTD | +20.7% | -6.6% | +27.3% | +19.5% |
| 1Y | +22.8% | -2.1% | +24.9% | +20.8% |
| All | +22.8% | -1.4% | +24.3% | +20.8% |
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