+25.6%
CTAS vs GTLB
+6.1%
+19.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.6% | -9.7% | +17.3% | +7.6% |
| 30D | +17.2% | +1.7% | +15.5% | +17.2% |
| 3M | +12.8% | +43.6% | -30.8% | +12.8% |
| 6M | +38.0% | +113.0% | -75.0% | +37.7% |
| YTD | +22.7% | +39.5% | -16.8% | +21.6% |
| 1Y | +25.6% | +12.6% | +13.0% | +23.7% |
| All | +25.6% | +6.1% | +19.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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