+683.1%
CTAS vs GPN
+28.2%
+655.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +0.5% | -4.6% | +5.1% | +2.3% |
| 30D | -0.7% | -0.3% | -0.5% | -0.9% |
| 3M | +11.1% | +35.4% | -24.4% | -2.2% |
| 6M | +2.1% | +21.7% | -19.5% | -7.0% |
| YTD | +8.0% | +14.9% | -6.9% | -0.4% |
| 1Y | -0.5% | +3.2% | -3.7% | -4.5% |
| 3Y | +66.2% | -27.1% | +93.4% | +77.0% |
| 5Y | +109.2% | -44.4% | +153.6% | +143.5% |
| All | +683.1% | +28.2% | +655.0% | +593.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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