+119.5%
CTAS vs GFS
-26.8%
+146.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.3% |
| 7D | -0.8% | +6.2% | -7.0% | -1.5% |
| 30D | +10.7% | -11.4% | +22.1% | +11.9% |
| 3M | +11.0% | -15.5% | +26.5% | +12.6% |
| 6M | +38.7% | -42.6% | +81.4% | +45.6% |
| YTD | +21.8% | +23.2% | -1.4% | +11.0% |
| 1Y | +23.6% | +23.6% | 0.0% | +12.4% |
| 3Y | +74.9% | -17.2% | +92.2% | +65.8% |
| 5Y | +119.5% | -23.4% | +142.9% | +103.1% |
| All | +119.5% | -26.8% | +146.2% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling