+65.7%
CTAS vs GLDM
+128.8%
-63.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -0.2% | +4.4% | -4.6% | -0.4% |
| 3M | +11.7% | -1.1% | +12.7% | +11.9% |
| 6M | +0.7% | -13.7% | +14.4% | +1.6% |
| YTD | +7.4% | +2.8% | +4.6% | +7.0% |
| 1Y | -2.1% | +24.8% | -27.0% | -4.4% |
| All | +65.7% | +128.8% | -63.0% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling