+4.0%
GDX vs CTAS
+23.8%
-19.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -6.2% | +10.2% | -16.4% | -6.6% |
| 3M | -10.0% | +12.1% | -22.1% | -10.6% |
| 6M | -15.8% | +38.3% | -54.0% | -19.5% |
| YTD | -4.6% | +21.9% | -26.5% | -5.0% |
| 1Y | +4.0% | +24.0% | -20.0% | +3.0% |
| All | +4.0% | +23.8% | -19.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling