+235.3%
GLD vs CTVA
+223.3%
+12.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +4.9% | -5.5% | -0.7% |
| 30D | +4.4% | +11.9% | -7.5% | +4.0% |
| 3M | -1.1% | +13.7% | -14.8% | -1.5% |
| 6M | -13.8% | +13.1% | -26.9% | -14.2% |
| YTD | +2.6% | +32.0% | -29.3% | +1.8% |
| 1Y | +24.5% | +22.1% | +2.4% | +23.6% |
| 3Y | +125.8% | +77.5% | +48.4% | +122.0% |
| 5Y | +137.8% | +106.3% | +31.5% | +135.1% |
| All | +235.3% | +223.3% | +12.0% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling