+73.2%
CTAS vs GPC
+0.2%
+73.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +8.4% | -6.3% | +14.7% | +9.9% |
| 3M | +13.0% | -8.2% | +21.2% | +15.0% |
| 6M | +39.1% | +27.1% | +12.0% | +32.0% |
| YTD | +21.2% | +3.1% | +18.1% | +18.7% |
| 1Y | +21.6% | +0.1% | +21.5% | +19.9% |
| 3Y | +73.2% | +0.2% | +73.0% | +63.6% |
| All | +73.2% | +0.2% | +73.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling