+14.6%
GAP vs CASY
+551.3%
-536.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | 0.0% | +3.6% | -3.5% | -1.7% |
| 30D | -4.3% | +7.2% | -11.5% | -7.6% |
| 3M | +9.4% | -16.9% | +26.3% | +18.5% |
| 6M | -3.3% | -19.3% | +16.0% | +3.7% |
| YTD | -10.5% | +25.6% | -36.2% | -25.5% |
| 1Y | -2.4% | +30.2% | -32.5% | -20.5% |
| 3Y | +80.1% | +154.9% | -74.8% | -9.0% |
| 5Y | +6.5% | +252.1% | -245.7% | -58.3% |
| 10Y | +14.6% | +535.8% | -521.2% | -68.1% |
| All | +14.6% | +551.3% | -536.7% | -68.1% |
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