+837.6%
GLW vs CTAS
+658.8%
+178.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.5% |
| 7D | +14.0% | 0.0% | +14.1% | +14.0% |
| 30D | +0.4% | -1.0% | +1.4% | +0.7% |
| 3M | -11.3% | +15.8% | -27.1% | -19.9% |
| 6M | +35.1% | -1.0% | +36.1% | +31.9% |
| YTD | +90.5% | +7.4% | +83.1% | +76.9% |
| 1Y | +132.0% | -0.1% | +132.2% | +123.4% |
| 3Y | +463.3% | +66.3% | +397.0% | +287.4% |
| 5Y | +382.5% | +111.0% | +271.5% | +182.4% |
| 10Y | +837.6% | +662.9% | +174.7% | +175.8% |
| All | +837.6% | +658.8% | +178.8% | +175.8% |
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 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