+150.0%
GEN vs CASY
+551.3%
-401.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | +3.6% | -3.9% | -0.8% |
| 30D | +28.2% | +7.2% | +21.0% | +26.8% |
| 3M | +2.6% | -16.9% | +19.5% | +5.2% |
| 6M | +32.7% | -19.3% | +52.0% | +36.0% |
| YTD | +11.3% | +25.6% | -14.4% | +4.6% |
| 1Y | +17.9% | +30.2% | -12.2% | +9.9% |
| 3Y | +66.3% | +154.9% | -88.5% | +35.4% |
| 5Y | +31.7% | +252.1% | -220.4% | +0.2% |
| 10Y | +150.0% | +535.8% | -385.8% | +69.2% |
| All | +150.0% | +551.3% | -401.3% | +69.2% |
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