+206.1%
GLD vs CTAS
+814.6%
-608.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.5% | +8.7% | -14.2% | -5.6% |
| 3M | -10.9% | +13.3% | -24.2% | -11.1% |
| 6M | -17.4% | +39.4% | -56.8% | -18.1% |
| YTD | -10.3% | +21.5% | -31.8% | -10.8% |
| 1Y | -7.2% | +21.9% | -29.0% | -7.6% |
| 3Y | +96.9% | +73.6% | +23.3% | +94.4% |
| 5Y | +103.8% | +116.2% | -12.5% | +100.4% |
| All | +206.1% | +814.6% | -608.4% | +211.0% |
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 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