+2,202.2%
GAP vs CASY
+36,294.0%
-34,091.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +9.0% | -11.3% | +20.4% | +12.8% |
| 3M | +5.0% | -0.6% | +5.6% | +3.7% |
| 6M | -17.8% | +10.7% | -28.5% | -21.7% |
| YTD | -10.4% | +37.1% | -47.5% | -20.1% |
| 1Y | -3.4% | +52.3% | -55.7% | -16.8% |
| 3Y | +111.5% | +215.2% | -103.7% | +41.8% |
| 5Y | +8.8% | +276.5% | -267.7% | -31.0% |
| 10Y | +32.9% | +508.4% | -475.5% | -26.0% |
| All | +2,202.2% | +36,294.0% | -34,091.8% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling