+683.8%
CTAS vs GSK
+80.2%
+603.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | -3.6% | +4.6% | +2.3% |
| 30D | -1.1% | -5.9% | +4.9% | +1.0% |
| 3M | +11.5% | -4.3% | +15.8% | +13.0% |
| 6M | +0.2% | -10.8% | +11.0% | +4.0% |
| YTD | +7.2% | +1.8% | +5.4% | +5.6% |
| 1Y | 0.0% | +23.5% | -23.5% | -8.9% |
| 3Y | +65.9% | +49.5% | +16.4% | +35.5% |
| 5Y | +109.6% | +49.7% | +59.9% | +66.1% |
| 10Y | +683.8% | +81.9% | +601.8% | +465.3% |
| All | +683.8% | +80.2% | +603.6% | +465.3% |
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