+25,810.5%
CTAS vs GPC
+2,071.6%
+23,738.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | +1.2% | +1.6% | -0.4% | +0.4% |
| 30D | +12.8% | -2.1% | +14.8% | +13.8% |
| 3M | +10.3% | -6.8% | +17.1% | +13.9% |
| 6M | +32.0% | +18.6% | +13.4% | +19.2% |
| YTD | +19.1% | +2.7% | +16.5% | +14.0% |
| 1Y | +21.5% | +1.8% | +19.7% | +16.7% |
| 3Y | +76.0% | +1.1% | +75.0% | +61.2% |
| 5Y | +110.9% | +4.1% | +106.8% | +86.7% |
| 10Y | +849.8% | +88.2% | +761.6% | +474.4% |
| All | +25,810.5% | +2,071.6% | +23,738.9% | +5,341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling