+428.4%
CTAS vs GLDM
+221.7%
+206.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +3.8% | +1.9% | +1.9% | +3.7% |
| 30D | +15.5% | -1.7% | +17.2% | +15.6% |
| 3M | +12.7% | -3.5% | +16.2% | +12.9% |
| 6M | +34.5% | -10.1% | +44.5% | +35.3% |
| YTD | +21.3% | -5.0% | +26.4% | +21.3% |
| 1Y | +23.1% | +2.8% | +20.3% | +22.4% |
| 3Y | +79.3% | +105.1% | -25.8% | +67.7% |
| 5Y | +114.7% | +124.3% | -9.6% | +97.8% |
| All | +428.4% | +221.7% | +206.7% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling