-17.0%
GEHC vs CTAS
+0.1%
-17.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -7.6% | +1.0% | -8.6% | -8.1% |
| 30D | -10.7% | -1.1% | -9.6% | -10.3% |
| 3M | -1.2% | +11.5% | -12.7% | -5.8% |
| 6M | -13.7% | +0.2% | -13.9% | -12.6% |
| YTD | -20.4% | +7.2% | -27.6% | -22.8% |
| 1Y | -17.0% | 0.0% | -17.0% | -17.9% |
| All | -17.0% | +0.1% | -17.2% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling