+3.6%
GAP vs CASY
+266.7%
-263.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.9% | +3.6% | -5.5% | -2.8% |
| 30D | -7.1% | +9.1% | -16.1% | -9.1% |
| 3M | +4.1% | -16.5% | +20.6% | +8.5% |
| 6M | +1.9% | -19.7% | +21.6% | +6.8% |
| YTD | -15.2% | +29.3% | -44.5% | -24.4% |
| 1Y | -10.6% | +33.1% | -43.8% | -21.2% |
| 3Y | +74.6% | +158.5% | -83.9% | +14.3% |
| All | +3.6% | +266.7% | -263.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling