+109.1%
GLD vs CTVA
+67.8%
+41.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | +4.9% | +1.6% | +3.4% | +4.8% |
| 30D | -1.3% | -8.5% | +7.2% | -0.6% |
| 3M | -4.8% | +5.3% | -10.0% | -5.6% |
| 6M | -12.5% | -0.1% | -12.4% | -13.0% |
| YTD | -4.2% | +21.2% | -25.5% | -6.4% |
| 1Y | +3.0% | +27.0% | -24.0% | +0.4% |
| 3Y | +109.1% | +87.2% | +21.9% | +93.1% |
| All | +109.1% | +67.8% | +41.3% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling