+820.2%
CTAS vs GAP
+7.3%
+812.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -0.8% | -9.3% | +8.6% | +0.9% |
| 30D | +10.7% | -5.5% | +16.2% | +11.7% |
| 3M | +11.0% | +3.5% | +7.5% | +9.8% |
| 6M | +38.7% | +0.7% | +38.1% | +37.3% |
| YTD | +21.8% | -13.4% | +35.1% | +22.9% |
| 1Y | +23.6% | -7.7% | +31.2% | +23.0% |
| 3Y | +74.9% | +74.4% | +0.5% | +42.3% |
| 5Y | +119.5% | +5.3% | +114.1% | +88.7% |
| 10Y | +820.2% | +4.7% | +815.6% | +503.2% |
| All | +820.2% | +7.3% | +812.9% | +503.2% |
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