+156.3%
GEN vs CASY
+568.7%
-412.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +10.1% | -11.3% | +21.5% | +12.1% |
| 3M | +16.1% | -0.6% | +16.7% | +15.2% |
| 6M | +38.9% | +10.7% | +28.1% | +34.7% |
| YTD | +14.4% | +37.1% | -22.7% | +6.4% |
| 1Y | +5.9% | +52.3% | -46.4% | -3.8% |
| 3Y | +58.8% | +215.2% | -156.4% | +24.9% |
| 5Y | +24.7% | +276.5% | -251.8% | -5.9% |
| All | +156.3% | +568.7% | -412.4% | +69.6% |
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 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