+683.1%
CTAS vs GFI
+1,066.8%
-383.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +0.5% | -4.9% | +5.4% | +0.7% |
| 30D | -0.7% | +10.7% | -11.5% | -1.1% |
| 3M | +11.1% | +25.6% | -14.6% | +10.1% |
| 6M | +2.1% | -8.3% | +10.4% | +2.2% |
| YTD | +8.0% | +6.3% | +1.7% | +7.2% |
| 1Y | -0.5% | +22.1% | -22.6% | -1.9% |
| 3Y | +66.2% | +289.2% | -223.0% | +55.6% |
| 5Y | +109.2% | +531.7% | -422.5% | +90.8% |
| All | +683.1% | +1,066.8% | -383.7% | +666.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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