+739.4%
GLD vs CTAS
+2,513.6%
-1,774.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +12.8% | -13.7% | -0.8% |
| 3M | -4.4% | +10.3% | -14.7% | -4.4% |
| 6M | -13.6% | +32.0% | -45.6% | -13.5% |
| YTD | -6.0% | +19.1% | -25.1% | -5.9% |
| 1Y | +1.8% | +21.5% | -19.7% | +1.8% |
| 3Y | +103.2% | +76.0% | +27.1% | +103.9% |
| 5Y | +119.3% | +110.9% | +8.5% | +120.6% |
| 10Y | +199.5% | +849.8% | -650.3% | +213.5% |
| All | +739.4% | +2,513.6% | -1,774.3% | +768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling