+305.8%
GFI vs CASY
+163.7%
+142.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +2.2% |
| 7D | +4.7% | -16.5% | +21.2% | +7.9% |
| 30D | +14.4% | -26.4% | +40.8% | +20.5% |
| 3M | +32.5% | -17.3% | +49.8% | +34.5% |
| 6M | -7.2% | -5.2% | -1.9% | -9.2% |
| YTD | +10.9% | +14.1% | -3.2% | +3.5% |
| 1Y | +35.5% | +16.6% | +18.8% | +25.9% |
| All | +305.8% | +163.7% | +142.1% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling