+33.7%
GAP vs CASY
+549.1%
-515.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.2% |
| 7D | +1.7% | -4.4% | +6.1% | +3.9% |
| 30D | +9.3% | -12.0% | +21.4% | +16.1% |
| 3M | +6.1% | -2.3% | +8.4% | +4.0% |
| 6M | -2.3% | +10.5% | -12.8% | -11.3% |
| YTD | -10.6% | +33.0% | -43.6% | -26.9% |
| 1Y | -4.4% | +41.1% | -45.6% | -24.9% |
| 3Y | +118.3% | +207.5% | -89.2% | -1.5% |
| 5Y | +12.2% | +290.7% | -278.5% | -58.1% |
| 10Y | +33.7% | +556.5% | -522.8% | -63.3% |
| All | +33.7% | +549.1% | -515.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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