+2,121.1%
GAP vs CASY
+33,031.0%
-30,910.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | -9.0% | +8.7% | -17.7% | -11.3% |
| 3M | +5.5% | -17.3% | +22.8% | +10.9% |
| 6M | -11.1% | -19.7% | +8.7% | -6.9% |
| YTD | -13.6% | +24.8% | -38.4% | -21.1% |
| 1Y | -2.9% | +31.9% | -34.8% | -12.9% |
| 3Y | +69.6% | +155.4% | -85.8% | +21.0% |
| 5Y | +5.4% | +250.6% | -245.2% | -32.1% |
| 10Y | +17.8% | +556.8% | -539.0% | -35.5% |
| All | +2,121.1% | +33,031.0% | -30,910.0% | +313.5% |
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