+205.6%
GLD vs CTAS
+817.6%
-612.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -7.0% | +10.2% | -17.3% | -7.2% |
| 3M | -12.4% | +12.1% | -24.4% | -12.6% |
| 6M | -18.0% | +38.3% | -56.3% | -18.7% |
| YTD | -10.5% | +21.9% | -32.4% | -10.9% |
| 1Y | -8.1% | +24.0% | -32.1% | -8.5% |
| 3Y | +97.7% | +75.1% | +22.6% | +95.1% |
| 5Y | +103.4% | +116.9% | -13.5% | +100.1% |
| All | +205.6% | +817.6% | -612.0% | +210.5% |
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