+227.7%
GDX vs CTAS
+114.7%
+112.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +9.5% | -1.0% | +10.5% | +9.8% |
| 3M | +25.1% | +15.8% | +9.3% | +19.0% |
| 6M | -2.9% | -1.0% | -1.9% | -3.1% |
| YTD | +14.7% | +7.4% | +7.3% | +11.5% |
| 1Y | +47.4% | -0.1% | +47.5% | +46.6% |
| 3Y | +259.7% | +66.3% | +193.4% | +188.4% |
| 5Y | +227.7% | +111.0% | +116.7% | +146.8% |
| All | +227.7% | +114.7% | +112.9% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling