+23.6%
CTAS vs GTLB
+3.7%
+19.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | -0.8% | -9.6% | +8.9% | -0.8% |
| 30D | +10.7% | -15.5% | +26.2% | +10.6% |
| 3M | +11.0% | +12.4% | -1.4% | +11.0% |
| 6M | +38.7% | +84.6% | -45.8% | +38.3% |
| YTD | +21.8% | +26.1% | -4.3% | +20.6% |
| 1Y | +23.6% | +1.7% | +21.9% | +21.3% |
| All | +23.6% | +3.7% | +19.9% | +21.3% |
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