+820.2%
CTAS vs GRMN
+665.4%
+154.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -0.8% | +1.7% | -2.4% | -1.5% |
| 30D | +10.7% | +10.2% | +0.5% | +6.2% |
| 3M | +11.0% | -4.7% | +15.7% | +12.8% |
| 6M | +38.7% | +22.3% | +16.5% | +25.7% |
| YTD | +21.8% | +46.7% | -24.9% | +0.7% |
| 1Y | +23.6% | +49.6% | -26.1% | +1.2% |
| 3Y | +74.9% | +165.3% | -90.3% | -1.6% |
| 5Y | +119.5% | +130.3% | -10.9% | +31.6% |
| 10Y | +820.2% | +658.0% | +162.2% | +215.7% |
| All | +820.2% | +665.4% | +154.9% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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