+25.6%
CTAS vs GNRC
+17.5%
+8.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.5% | +11.9% | +2.0% |
| 7D | +7.6% | -6.0% | +13.6% | +7.3% |
| 30D | +17.2% | -12.0% | +29.2% | +16.7% |
| 3M | +12.8% | -13.4% | +26.2% | +12.2% |
| 6M | +38.0% | -26.4% | +64.3% | +36.0% |
| YTD | +22.7% | +38.8% | -16.1% | +16.8% |
| 1Y | +25.6% | +20.9% | +4.7% | +20.7% |
| All | +25.6% | +17.5% | +8.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling