+1,233.3%
GFI vs CASY
+555.0%
+678.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -8.7% | +3.6% | -12.3% | -9.0% |
| 30D | +0.6% | +9.1% | -8.5% | -0.2% |
| 3M | -7.5% | -16.5% | +9.0% | -6.2% |
| 6M | -18.3% | -19.7% | +1.4% | -17.0% |
| YTD | -13.8% | +29.3% | -43.1% | -16.5% |
| 1Y | -8.8% | +33.1% | -42.0% | -12.0% |
| 3Y | +215.8% | +158.5% | +57.3% | +194.4% |
| 5Y | +301.2% | +266.7% | +34.5% | +272.0% |
| All | +1,233.3% | +555.0% | +678.3% | +1,169.0% |
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