+26,282.4%
CTAS vs GD
+20,112.4%
+6,170.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | +3.8% | -3.9% | +7.7% | +5.4% |
| 30D | +15.5% | +8.1% | +7.5% | +12.0% |
| 3M | +12.7% | -6.8% | +19.5% | +15.6% |
| 6M | +34.5% | +3.0% | +31.5% | +32.5% |
| YTD | +21.3% | +7.8% | +13.5% | +16.8% |
| 1Y | +23.1% | +5.8% | +17.3% | +19.3% |
| 3Y | +79.3% | +55.3% | +24.0% | +48.7% |
| 5Y | +114.7% | +96.7% | +18.0% | +61.7% |
| 10Y | +867.1% | +195.4% | +671.7% | +529.8% |
| All | +26,282.4% | +20,112.4% | +6,170.0% | +9,343.1% |
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