+2,489.9%
CTAS vs GRMN
+6,905.4%
-4,415.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.8% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +10.2% | +3.5% | +6.7% | +9.2% |
| 3M | +12.1% | -7.3% | +19.4% | +14.0% |
| 6M | +38.3% | +21.8% | +16.5% | +30.9% |
| YTD | +21.9% | +42.8% | -20.9% | +10.4% |
| 1Y | +24.0% | +46.5% | -22.4% | +11.6% |
| 3Y | +75.1% | +158.3% | -83.1% | +33.7% |
| 5Y | +116.9% | +122.6% | -5.7% | +70.6% |
| 10Y | +821.3% | +638.0% | +183.2% | +461.3% |
| All | +2,489.9% | +6,905.4% | -4,415.4% | +840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling