+34.5%
CTAS vs GLDM
-10.5%
+45.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.8% |
| 30D | +15.5% | -1.7% | +17.2% | +15.3% |
| 3M | +12.7% | -3.5% | +16.2% | +12.9% |
| 6M | +34.5% | -10.1% | +44.5% | +35.3% |
| All | +34.5% | -10.5% | +45.0% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling