+0.3%
GLD vs CTAS
+22.8%
-22.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.7% |
| 3M | -4.8% | +10.2% | -14.9% | -5.2% |
| 6M | -12.5% | +34.4% | -46.9% | -14.8% |
| YTD | -4.2% | +19.6% | -23.8% | -4.6% |
| All | +0.3% | +22.8% | -22.5% | -0.2% |
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