+113.3%
CTAS vs GPC
+3.6%
+109.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +12.8% | -2.1% | +14.8% | +13.4% |
| 3M | +10.3% | -6.8% | +17.1% | +12.6% |
| 6M | +32.0% | +18.6% | +13.4% | +24.1% |
| YTD | +19.1% | +2.7% | +16.5% | +15.8% |
| 1Y | +21.5% | +1.8% | +19.7% | +18.4% |
| 3Y | +76.0% | +1.1% | +75.0% | +63.3% |
| All | +113.3% | +3.6% | +109.8% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling