+816.6%
GLD vs CTAS
+2,256.3%
-1,439.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | +4.4% | -0.2% | +4.6% | +4.4% |
| 3M | -1.1% | +11.7% | -12.8% | -1.1% |
| 6M | -13.8% | +0.7% | -14.5% | -13.8% |
| YTD | +2.6% | +7.4% | -4.8% | +2.7% |
| 1Y | +24.5% | -2.1% | +26.6% | +24.5% |
| 3Y | +125.8% | +62.9% | +62.9% | +126.6% |
| 5Y | +137.8% | +111.9% | +25.9% | +139.6% |
| 10Y | +221.4% | +652.2% | -430.8% | +235.1% |
| All | +816.6% | +2,256.3% | -1,439.8% | +848.0% |
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