+818.4%
CTAS vs GSK
+102.9%
+715.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.2% |
| 7D | +0.7% | +5.2% | -4.5% | -1.1% |
| 30D | +11.3% | +10.2% | +1.1% | +7.4% |
| 3M | +11.4% | -0.9% | +12.3% | +11.5% |
| 6M | +35.6% | +3.5% | +32.2% | +33.5% |
| YTD | +20.7% | +7.2% | +13.5% | +16.5% |
| 1Y | +22.8% | +12.0% | +10.8% | +16.6% |
| 3Y | +73.4% | +67.3% | +6.1% | +35.1% |
| 5Y | +117.6% | +45.3% | +72.3% | +77.6% |
| 10Y | +818.4% | +101.8% | +716.7% | +543.9% |
| All | +818.4% | +102.9% | +715.5% | +543.9% |
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