+66.3%
CTAS vs GTLB
-8.4%
+74.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.3% |
| 7D | 0.0% | +4.6% | -4.6% | -0.3% |
| 30D | -1.0% | +21.0% | -22.0% | -2.2% |
| 3M | +15.8% | +51.7% | -35.9% | +12.5% |
| 6M | -1.0% | +89.3% | -90.3% | -5.4% |
| YTD | +7.4% | +25.6% | -18.2% | +5.4% |
| 1Y | -0.1% | -1.5% | +1.4% | -0.3% |
| 3Y | +66.3% | -9.9% | +76.2% | +62.2% |
| All | +66.3% | -8.4% | +74.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling