+349.2%
GDX vs CTAS
+832.5%
-483.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -3.8% | +10.7% | -14.5% | -5.7% |
| 3M | -5.4% | +11.0% | -16.4% | -7.4% |
| 6M | -12.7% | +38.7% | -51.4% | -18.5% |
| YTD | -0.7% | +21.8% | -22.4% | -4.9% |
| 1Y | +11.9% | +23.6% | -11.7% | +6.8% |
| 3Y | +223.9% | +74.9% | +149.0% | +186.8% |
| 5Y | +163.2% | +119.5% | +43.7% | +122.5% |
| 10Y | +349.2% | +820.2% | -471.0% | +240.4% |
| All | +349.2% | +832.5% | -483.3% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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