+37.3%
GEHC vs CTAS
+107.6%
-70.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.3% | +0.5% | -2.8% | -2.5% |
| 30D | +19.0% | +10.2% | +8.8% | +13.5% |
| 3M | +13.3% | +12.1% | +1.2% | +7.0% |
| 6M | +31.5% | +38.3% | -6.7% | +11.9% |
| YTD | 0.0% | +21.9% | -21.9% | -9.7% |
| 1Y | +9.4% | +24.0% | -14.7% | -2.0% |
| 3Y | +18.3% | +75.1% | -56.8% | -9.5% |
| All | +37.3% | +107.6% | -70.3% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling