+23,259.7%
CTAS vs GD
+20,186.5%
+3,073.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -1.8% | -5.3% | +3.4% | +0.3% |
| 30D | -0.2% | -6.4% | +6.2% | +2.4% |
| 3M | +11.7% | +5.7% | +6.0% | +9.1% |
| 6M | +0.7% | -0.9% | +1.7% | +0.6% |
| YTD | +7.4% | +8.2% | -0.8% | +3.4% |
| 1Y | -2.1% | +13.4% | -15.5% | -7.6% |
| 3Y | +62.9% | +68.5% | -5.6% | +30.7% |
| 5Y | +111.9% | +97.2% | +14.7% | +59.6% |
| 10Y | +652.2% | +190.2% | +462.0% | +393.2% |
| All | +23,259.7% | +20,186.5% | +3,073.2% | +8,259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling