+2,182.0%
CTAS vs GRMN
+6,655.2%
-4,473.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | -2.9% | +1.0% | -1.1% |
| 30D | -0.2% | -8.4% | +8.2% | +1.9% |
| 3M | +11.7% | +15.0% | -3.3% | +7.4% |
| 6M | +0.7% | +11.2% | -10.5% | -2.6% |
| YTD | +7.4% | +37.7% | -30.3% | -1.7% |
| 1Y | -2.1% | +18.5% | -20.6% | -7.2% |
| 3Y | +62.9% | +175.8% | -112.9% | +22.4% |
| 5Y | +111.9% | +75.1% | +36.8% | +76.3% |
| 10Y | +652.2% | +637.0% | +15.2% | +359.9% |
| All | +2,182.0% | +6,655.2% | -4,473.2% | +737.3% |
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