+2,150.7%
CTAS vs GME
+1,082.6%
+1,068.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.8% | +7.2% | -9.0% | -2.1% |
| 30D | -0.2% | +0.8% | -1.0% | -0.3% |
| 3M | +11.7% | -14.0% | +25.7% | +12.4% |
| 6M | +0.7% | -19.7% | +20.4% | +1.6% |
| YTD | +7.4% | -4.6% | +12.0% | +7.4% |
| 1Y | -2.1% | -14.3% | +12.2% | -1.7% |
| 3Y | +62.9% | +4.0% | +58.9% | +51.7% |
| 5Y | +111.9% | -62.2% | +174.1% | +101.0% |
| 10Y | +652.2% | +241.4% | +410.8% | +271.8% |
| All | +2,150.7% | +1,082.6% | +1,068.1% | +789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling