+315.3%
GDX vs CTAS
+665.9%
-350.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +9.9% | -1.1% | +11.0% | +10.2% |
| 3M | +28.2% | +11.5% | +16.7% | +25.0% |
| 6M | -2.9% | +0.2% | -3.1% | -3.3% |
| YTD | +16.0% | +7.2% | +8.8% | +13.8% |
| 1Y | +49.9% | 0.0% | +49.9% | +49.1% |
| 3Y | +263.6% | +65.9% | +197.6% | +225.1% |
| 5Y | +233.6% | +109.6% | +124.0% | +185.5% |
| 10Y | +315.3% | +683.8% | -368.4% | +212.5% |
| All | +315.3% | +665.9% | -350.5% | +212.5% |
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