+69.6%
GAP vs CASY
+154.1%
-84.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | -9.0% | +8.7% | -17.7% | -9.9% |
| 3M | +5.5% | -17.3% | +22.8% | +7.4% |
| 6M | -11.1% | -19.7% | +8.7% | -9.1% |
| YTD | -13.6% | +24.8% | -38.4% | -18.0% |
| 1Y | -2.9% | +31.9% | -34.8% | -8.6% |
| 3Y | +69.6% | +155.4% | -85.8% | +61.1% |
| All | +69.6% | +154.1% | -84.4% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling