+193.0%
GLD vs CTVA
+131.3%
+61.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | +0.1% |
| 7D | -4.6% | -20.8% | +16.2% | -3.9% |
| 30D | -5.5% | -29.6% | +24.2% | -4.4% |
| 3M | -10.9% | -16.9% | +6.0% | -10.5% |
| 6M | -17.4% | -24.3% | +6.8% | -16.8% |
| YTD | -10.3% | -5.6% | -4.7% | -10.2% |
| 1Y | -7.2% | -4.2% | -3.0% | -7.1% |
| 3Y | +96.9% | +43.3% | +53.6% | +95.3% |
| 5Y | +103.8% | +35.7% | +68.0% | +103.2% |
| All | +193.0% | +131.3% | +61.8% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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