+117.6%
CTAS vs GH
+46.0%
+71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | +0.7% | -11.2% | +11.9% | +1.6% |
| 30D | +11.3% | -7.2% | +18.5% | +11.8% |
| 3M | +11.4% | -7.1% | +18.5% | +11.7% |
| 6M | +35.6% | +62.3% | -26.7% | +28.9% |
| YTD | +20.7% | +52.1% | -31.4% | +14.9% |
| 1Y | +22.8% | +58.6% | -35.8% | +16.3% |
| 3Y | +73.4% | +619.9% | -546.5% | +34.6% |
| 5Y | +117.6% | +49.7% | +67.9% | +89.0% |
| All | +117.6% | +46.0% | +71.6% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling