+63.7%
CTAS vs GFI
+292.6%
-228.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -1.3% | -5.1% | +3.9% | -1.1% |
| 30D | -3.1% | +13.4% | -16.5% | -3.5% |
| 3M | +10.3% | +36.2% | -26.0% | +9.1% |
| 6M | +1.6% | -9.8% | +11.5% | +1.8% |
| YTD | +6.3% | +7.7% | -1.4% | +5.5% |
| 1Y | -0.5% | +27.2% | -27.7% | -2.2% |
| All | +63.7% | +292.6% | -228.9% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling