+192.6%
GLD vs CTVA
+125.4%
+67.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -24.3% | +21.5% | -1.9% |
| 7D | -5.5% | -23.7% | +18.2% | -4.6% |
| 30D | -7.0% | -31.2% | +24.2% | -5.9% |
| 3M | -12.4% | -18.7% | +6.4% | -11.9% |
| 6M | -18.0% | -25.5% | +7.5% | -17.4% |
| YTD | -10.5% | -8.0% | -2.4% | -10.2% |
| 1Y | -8.1% | -7.0% | -1.1% | -7.9% |
| 3Y | +97.7% | +45.2% | +52.5% | +96.2% |
| 5Y | +103.4% | +32.3% | +71.2% | +103.0% |
| All | +192.6% | +125.4% | +67.2% | +195.7% |
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