+662.9%
CTAS vs GPC
+79.8%
+583.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.4% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +15.8% | +39.2% | -23.4% | -1.5% |
| 6M | -1.0% | +18.2% | -19.2% | -9.4% |
| YTD | +7.4% | +12.1% | -4.7% | -0.6% |
| 1Y | -0.1% | -0.7% | +0.5% | -2.1% |
| 3Y | +66.3% | -1.7% | +68.0% | +55.9% |
| 5Y | +111.0% | +29.3% | +81.7% | +66.0% |
| 10Y | +662.9% | +80.7% | +582.2% | +362.9% |
| All | +662.9% | +79.8% | +583.1% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling