+74.1%
CTAS vs GSK
+65.2%
+8.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -0.7% | +4.9% | -5.6% | -1.6% |
| 30D | +10.3% | +10.8% | -0.6% | +8.3% |
| 3M | +10.2% | -1.8% | +12.0% | +10.4% |
| 6M | +34.4% | +4.1% | +30.3% | +33.4% |
| YTD | +19.6% | +7.9% | +11.7% | +18.1% |
| 1Y | +21.8% | +14.4% | +7.3% | +19.4% |
| 3Y | +74.1% | +68.1% | +6.0% | +60.6% |
| All | +74.1% | +65.2% | +8.9% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling