+40.3%
GEHC vs CTAS
+105.6%
-65.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +3.7% | +0.7% | +3.0% | +3.4% |
| 30D | +27.3% | +11.3% | +16.0% | +20.9% |
| 3M | +14.7% | +11.4% | +3.3% | +8.7% |
| 6M | +31.9% | +35.6% | -3.7% | +13.3% |
| YTD | +2.2% | +20.7% | -18.5% | -7.2% |
| 1Y | +14.1% | +22.8% | -8.8% | +2.7% |
| 3Y | +21.0% | +73.4% | -52.5% | -7.1% |
| All | +40.3% | +105.6% | -65.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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