+347.0%
CTAS vs GH
+486.6%
-139.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -1.1% | -2.6% | +1.6% | -0.8% |
| 3M | +11.5% | +25.1% | -13.6% | +8.4% |
| 6M | +0.2% | +78.5% | -78.3% | -6.8% |
| YTD | +7.2% | +59.4% | -52.2% | +0.7% |
| 1Y | 0.0% | +173.9% | -173.9% | -12.4% |
| 3Y | +65.9% | +382.7% | -316.8% | +30.0% |
| 5Y | +109.6% | +24.4% | +85.2% | +84.2% |
| All | +347.0% | +486.6% | -139.6% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling