+815.5%
CTAS vs GSK
+105.0%
+710.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +2.0% | +1.1% | +0.8% | +1.5% |
| 30D | +8.7% | +6.3% | +2.4% | +6.2% |
| 3M | +13.3% | +1.8% | +11.5% | +12.3% |
| 6M | +39.4% | +1.7% | +37.7% | +38.0% |
| YTD | +21.5% | +6.5% | +14.9% | +17.5% |
| 1Y | +21.9% | +9.5% | +12.4% | +16.7% |
| 3Y | +73.6% | +65.3% | +8.3% | +35.8% |
| 5Y | +116.2% | +43.7% | +72.5% | +77.2% |
| All | +815.5% | +105.0% | +710.5% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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