+107.7%
CTAS vs GRMN
+73.8%
+33.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | -1.1% | -13.1% | +12.0% | +3.0% |
| 3M | +11.5% | +14.9% | -3.4% | +6.3% |
| 6M | +0.2% | +13.1% | -12.9% | -4.3% |
| YTD | +7.2% | +35.3% | -28.1% | -3.6% |
| 1Y | 0.0% | +16.0% | -16.0% | -5.8% |
| 3Y | +65.9% | +179.6% | -113.7% | +3.8% |
| All | +107.7% | +73.8% | +33.8% | +53.6% |
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