-17.4%
GIS vs CTAS
+25.6%
-43.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.0% |
| 7D | +8.5% | +7.6% | +0.9% | +4.7% |
| 30D | +15.3% | +17.2% | -1.9% | +7.0% |
| 3M | +0.9% | +12.8% | -11.8% | -4.6% |
| 6M | +7.9% | +38.0% | -30.0% | -7.1% |
| YTD | -17.6% | +22.7% | -40.3% | -25.0% |
| 1Y | -17.4% | +25.6% | -43.0% | -26.2% |
| All | -17.4% | +25.6% | -43.0% | -26.2% |
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