We address a fundamental problem for the advance of phononics: the search of a feasible thermal diode. We establish sufficient conditions for the existence of thermal rectification in general graded materials. By starting from simple assumptions satisfied by the usual anharmonic models that describe heat conduction in solids, we derive an expression for the rectification. The analytical formula shows how to increase the rectification, and the conditions to avoid its decay with the system size, a problem present in the recurrent model of diodes given by the sequential coupling of two or three different parts. Moreover, for these graded systems, we show that the regimes of nondecaying rectification and of normal conductivity do not overlap. Our results indicate the graded systems as optimal materials for a thermal diode, the basic component of several devices of phononics.