+343.4%
CTAS vs GH
+473.1%
-129.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | -3.1% | -3.7% | +0.6% | -2.8% |
| 3M | +10.3% | +21.7% | -11.4% | +7.5% |
| 6M | +1.6% | +75.7% | -74.1% | -5.3% |
| YTD | +6.3% | +55.7% | -49.4% | +0.1% |
| 1Y | -0.5% | +181.1% | -181.6% | -13.1% |
| 3Y | +64.6% | +371.6% | -307.0% | +29.2% |
| 5Y | +106.0% | +23.2% | +82.8% | +81.1% |
| All | +343.4% | +473.1% | -129.7% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling