+104.1%
GLD vs CTAS
+115.9%
-11.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -5.5% | +8.7% | -14.2% | -5.9% |
| 3M | -10.9% | +13.3% | -24.2% | -11.6% |
| 6M | -17.4% | +39.4% | -56.8% | -19.3% |
| YTD | -10.3% | +21.5% | -31.8% | -11.5% |
| 1Y | -7.2% | +21.9% | -29.0% | -8.4% |
| 3Y | +96.9% | +73.6% | +23.3% | +87.1% |
| All | +104.1% | +115.9% | -11.8% | +92.6% |
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