+21.5%
CTAS vs GD
+5.1%
+16.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | +1.2% | -5.0% | +6.1% | +2.3% |
| 30D | +12.8% | +8.9% | +3.8% | +10.7% |
| 3M | +10.3% | -8.0% | +18.3% | +12.1% |
| 6M | +32.0% | +2.9% | +29.1% | +30.7% |
| YTD | +19.1% | +7.1% | +12.1% | +17.4% |
| 1Y | +21.5% | +5.9% | +15.5% | +19.8% |
| All | +21.5% | +5.1% | +16.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling