+139.3%
GS vs CTAS
+109.9%
+29.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -2.4% | +12.8% | -15.2% | -7.2% |
| 3M | -15.7% | +10.3% | -26.0% | -19.3% |
| 6M | -6.8% | +32.0% | -38.8% | -18.9% |
| YTD | -0.1% | +19.1% | -19.2% | -8.9% |
| 1Y | +12.1% | +21.5% | -9.4% | +1.0% |
| 3Y | +185.8% | +76.0% | +109.7% | +106.6% |
| All | +139.3% | +109.9% | +29.4% | +46.5% |
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