+502.4%
GFI vs CASY
+229.6%
+272.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.9% |
| 7D | -4.9% | -18.6% | +13.7% | -1.7% |
| 30D | +10.7% | -26.6% | +37.4% | +16.3% |
| 3M | +25.6% | -32.8% | +58.4% | +33.9% |
| 6M | -8.3% | -10.0% | +1.8% | -8.6% |
| YTD | +6.3% | +11.6% | -5.3% | +1.2% |
| 1Y | +22.1% | +11.5% | +10.6% | +16.3% |
| 3Y | +289.2% | +160.7% | +128.5% | +227.6% |
| All | +502.4% | +229.6% | +272.8% | +408.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling