+834.0%
CTAS vs GD
+190.6%
+643.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | +1.2% | -5.0% | +6.1% | +4.3% |
| 30D | +12.8% | +8.9% | +3.8% | +6.8% |
| 3M | +10.3% | -8.0% | +18.3% | +15.8% |
| 6M | +32.0% | +2.9% | +29.1% | +28.7% |
| YTD | +19.1% | +7.1% | +12.1% | +11.9% |
| 1Y | +21.5% | +5.9% | +15.5% | +14.8% |
| 3Y | +76.0% | +53.9% | +22.2% | +26.8% |
| 5Y | +110.9% | +95.4% | +15.5% | +25.5% |
| All | +834.0% | +190.6% | +643.4% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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