+12.0%
GEHC vs CTAS
+83.0%
-71.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -5.2% | 0.0% | -5.1% | -5.2% |
| 30D | -7.0% | -1.0% | -6.0% | -6.6% |
| 3M | +3.3% | +15.8% | -12.4% | -3.9% |
| 6M | -10.0% | -1.0% | -9.0% | -9.7% |
| YTD | -18.5% | +7.4% | -25.9% | -21.6% |
| 1Y | -14.4% | -0.1% | -14.3% | -14.7% |
| 3Y | +3.4% | +66.3% | -62.9% | -18.4% |
| All | +12.0% | +83.0% | -71.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling