+0.7%
CTAS vs GSK
-10.9%
+11.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -0.2% | -2.2% | +2.0% | +0.4% |
| 3M | +11.7% | -1.8% | +13.5% | +12.2% |
| 6M | +0.7% | -10.6% | +11.3% | +2.8% |
| All | +0.7% | -10.9% | +11.6% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling