+107.7%
CTAS vs GPN
-44.7%
+152.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.5% | -4.6% | +5.1% | +1.6% |
| 30D | -0.7% | -0.3% | -0.5% | -0.8% |
| 3M | +11.1% | +35.4% | -24.4% | +3.1% |
| 6M | +2.1% | +21.7% | -19.5% | -3.3% |
| YTD | +8.0% | +14.9% | -6.9% | +3.2% |
| 1Y | -0.5% | +3.2% | -3.7% | -2.5% |
| 3Y | +66.2% | -27.1% | +93.4% | +74.0% |
| All | +107.7% | -44.7% | +152.4% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling