+66.3%
CTAS vs GME
+4.1%
+62.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | 0.0% | +0.4% | -0.5% | 0.0% |
| 30D | -1.0% | -1.4% | +0.4% | -1.0% |
| 3M | +15.8% | -15.1% | +30.9% | +15.8% |
| 6M | -1.0% | -22.5% | +21.5% | -1.0% |
| YTD | +7.4% | -5.9% | +13.3% | +7.5% |
| 1Y | -0.1% | -18.6% | +18.5% | -0.1% |
| 3Y | +66.3% | +6.7% | +59.6% | +79.0% |
| All | +66.3% | +4.1% | +62.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling