-2.4%
GLD vs CTVA
+27.3%
-29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | -4.0% | -8.1% | +4.1% | -3.1% |
| 3M | -8.2% | +6.3% | -14.5% | -10.3% |
| 6M | -14.8% | +0.4% | -15.3% | -16.8% |
| YTD | -6.8% | +21.8% | -28.6% | -17.0% |
| 1Y | -2.4% | +24.9% | -27.3% | -14.0% |
| All | -2.4% | +27.3% | -29.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling