+232.5%
GLD vs CTVA
+211.9%
+20.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.1% | -5.8% | +5.9% | +0.3% |
| 30D | +0.2% | +11.1% | -10.9% | -0.2% |
| 3M | +3.2% | +13.2% | -10.0% | +2.8% |
| 6M | -14.6% | +8.7% | -23.4% | -14.9% |
| YTD | +1.8% | +27.3% | -25.5% | +1.0% |
| 1Y | +20.7% | +18.0% | +2.7% | +20.0% |
| 3Y | +126.5% | +76.5% | +50.0% | +122.8% |
| 5Y | +140.0% | +105.1% | +34.9% | +137.7% |
| All | +232.5% | +211.9% | +20.7% | +232.8% |
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