+118.3%
CTAS vs GGLL
+194.0%
-75.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.7% | +5.1% | -4.4% | +0.3% |
| 30D | +11.3% | -35.5% | +46.8% | +14.5% |
| 3M | +11.4% | -39.2% | +50.6% | +15.1% |
| 6M | +35.6% | -54.4% | +90.0% | +42.9% |
| YTD | +20.7% | -29.8% | +50.5% | +21.2% |
| 1Y | +22.8% | -20.4% | +43.2% | +21.5% |
| 3Y | +73.4% | +149.7% | -76.3% | +39.9% |
| All | +118.3% | +194.0% | -75.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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