+683.8%
CTAS vs GAP
+28.3%
+655.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.3% | +0.6% |
| 7D | +1.0% | -3.2% | +4.2% | +1.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +11.5% | -0.5% | +12.0% | +11.2% |
| 6M | +0.2% | -5.0% | +5.1% | +0.1% |
| YTD | +7.2% | -14.7% | +21.8% | +8.7% |
| 1Y | 0.0% | -8.6% | +8.6% | -0.3% |
| 3Y | +65.9% | +108.4% | -42.4% | +29.7% |
| 5Y | +109.6% | +5.8% | +103.8% | +79.8% |
| 10Y | +683.8% | +29.6% | +654.1% | +413.8% |
| All | +683.8% | +28.3% | +655.5% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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