+21.9%
CTAS vs GSK
+8.8%
+13.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +8.7% | +5.4% | +3.3% | +7.1% |
| 3M | +13.3% | +0.9% | +12.4% | +12.8% |
| 6M | +39.4% | +0.7% | +38.6% | +38.9% |
| YTD | +21.5% | +5.6% | +15.9% | +20.3% |
| 1Y | +21.9% | +8.5% | +13.4% | +20.0% |
| All | +21.9% | +8.8% | +13.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling