+212.2%
GLD vs CTAS
+848.9%
-636.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.9% | -0.7% | +5.7% | +5.0% |
| 30D | -1.3% | +10.3% | -11.6% | -1.5% |
| 3M | -4.8% | +10.2% | -14.9% | -5.0% |
| 6M | -12.5% | +34.4% | -46.9% | -13.1% |
| YTD | -4.2% | +19.6% | -23.8% | -4.7% |
| 1Y | +3.0% | +21.8% | -18.7% | +2.5% |
| 3Y | +109.1% | +74.1% | +35.0% | +106.5% |
| 5Y | +121.6% | +114.0% | +7.5% | +118.1% |
| 10Y | +212.2% | +813.9% | -601.7% | +217.1% |
| All | +212.2% | +848.9% | -636.7% | +217.1% |
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