+813.9%
CTAS vs GPC
+93.7%
+720.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.7% |
| 7D | -0.7% | +0.8% | -1.6% | -1.1% |
| 30D | +10.3% | -1.1% | +11.3% | +10.6% |
| 3M | +10.2% | -6.6% | +16.8% | +13.4% |
| 6M | +34.4% | +22.2% | +12.1% | +21.0% |
| YTD | +19.6% | +5.1% | +14.5% | +13.7% |
| 1Y | +21.8% | +2.8% | +19.0% | +17.0% |
| 3Y | +74.1% | +2.4% | +71.8% | +59.0% |
| 5Y | +114.0% | +7.8% | +106.3% | +85.7% |
| 10Y | +813.9% | +87.2% | +726.7% | +450.4% |
| All | +813.9% | +93.7% | +720.2% | +450.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling