+683.8%
CTAS vs GME
+255.4%
+428.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.3% |
| 7D | +1.0% | +4.8% | -3.9% | +0.9% |
| 30D | -1.1% | +5.9% | -6.9% | -1.2% |
| 3M | +11.5% | -10.7% | +22.2% | +11.7% |
| 6M | +0.2% | -19.8% | +20.0% | +0.5% |
| YTD | +7.2% | -0.9% | +8.1% | +7.1% |
| 1Y | 0.0% | -15.7% | +15.7% | +0.2% |
| 3Y | +65.9% | +12.3% | +53.6% | +61.3% |
| 5Y | +109.6% | -60.1% | +169.6% | +105.1% |
| 10Y | +683.8% | +265.3% | +418.4% | +433.7% |
| All | +683.8% | +255.4% | +428.4% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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