+119.5%
CTAS vs GRMN
+126.9%
-7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.8% | +1.7% | -2.4% | -1.3% |
| 30D | +10.7% | +10.2% | +0.5% | +7.6% |
| 3M | +11.0% | -4.7% | +15.7% | +12.3% |
| 6M | +38.7% | +22.3% | +16.5% | +29.6% |
| YTD | +21.8% | +46.7% | -24.9% | +6.8% |
| 1Y | +23.6% | +49.6% | -26.1% | +7.6% |
| 3Y | +74.9% | +165.3% | -90.3% | +13.2% |
| 5Y | +119.5% | +130.3% | -10.9% | +54.4% |
| All | +119.5% | +126.9% | -7.4% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling