+514.9%
GEV vs CASY
+125.7%
+389.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | +3.7% | +3.6% | +0.2% | +3.2% |
| 30D | -14.7% | +9.1% | -23.7% | -16.0% |
| 3M | -23.4% | -16.5% | -6.9% | -20.9% |
| 6M | -24.3% | -19.7% | -4.6% | -20.6% |
| YTD | +23.2% | +29.3% | -6.1% | +10.5% |
| 1Y | +44.2% | +33.1% | +11.1% | +27.1% |
| All | +514.9% | +125.7% | +389.2% | +349.5% |
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 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