+627.7%
GEV vs CASY
+99.2%
+528.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.2% | +0.6% |
| 7D | +3.2% | -16.5% | +19.7% | +6.5% |
| 30D | -4.0% | -26.4% | +22.4% | +1.5% |
| 3M | +3.4% | -17.3% | +20.7% | +5.4% |
| 6M | +14.7% | -5.2% | +19.9% | +11.5% |
| YTD | +45.8% | +14.1% | +31.7% | +33.8% |
| 1Y | +57.4% | +16.6% | +40.8% | +42.0% |
| All | +627.7% | +99.2% | +528.5% | +444.3% |
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