+186.8%
GS vs CTAS
+78.6%
+108.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.2% | -6.1% |
| 7D | -6.3% | +3.8% | -10.2% | -7.2% |
| 30D | -3.1% | +15.5% | -18.7% | -7.0% |
| 3M | -17.7% | +12.7% | -30.4% | -20.5% |
| 6M | -4.6% | +34.5% | -39.0% | -14.5% |
| YTD | +0.3% | +21.3% | -21.0% | -6.6% |
| 1Y | +11.7% | +23.1% | -11.4% | +3.3% |
| All | +186.8% | +78.6% | +108.2% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling