+128.7%
CTAS vs GTLB
-49.8%
+178.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -0.8% | -9.6% | +8.9% | 0.0% |
| 30D | +10.7% | -15.5% | +26.2% | +12.1% |
| 3M | +11.0% | +12.4% | -1.4% | +9.6% |
| 6M | +38.7% | +84.6% | -45.8% | +31.0% |
| YTD | +21.8% | +26.1% | -4.3% | +18.1% |
| 1Y | +23.6% | +1.7% | +21.9% | +21.9% |
| 3Y | +74.9% | +6.1% | +68.9% | +67.1% |
| 5Y | +119.5% | -61.1% | +180.6% | +108.6% |
| All | +128.7% | -49.8% | +178.5% | +117.5% |
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