+23,263.2%
CTAS vs GFI
+685.3%
+22,578.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | 0.0% | +5.7% | -5.7% | -0.2% |
| 30D | -1.0% | +15.6% | -16.6% | -1.3% |
| 3M | +15.8% | +31.5% | -15.8% | +15.0% |
| 6M | -1.0% | -3.7% | +2.7% | -1.1% |
| YTD | +7.4% | +11.2% | -3.8% | +6.9% |
| 1Y | -0.1% | +36.4% | -36.5% | -1.1% |
| 3Y | +66.3% | +313.5% | -247.2% | +60.4% |
| 5Y | +111.0% | +528.0% | -417.0% | +101.1% |
| 10Y | +662.9% | +1,021.4% | -358.5% | +616.5% |
| All | +23,263.2% | +685.3% | +22,578.0% | +22,808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling