+101.3%
CTAS vs GTLB
-50.8%
+152.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +1.0% | -6.6% | +7.6% | +1.5% |
| 30D | -1.1% | +13.7% | -14.8% | -2.2% |
| 3M | +11.5% | +52.9% | -41.4% | +7.4% |
| 6M | +0.2% | +88.5% | -88.3% | -5.6% |
| YTD | +7.2% | +23.4% | -16.3% | +4.3% |
| 1Y | 0.0% | -3.8% | +3.8% | -0.9% |
| 3Y | +65.9% | -11.5% | +77.4% | +61.1% |
| All | +101.3% | -50.8% | +152.2% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling