+508.6%
GFI vs CASY
+34,208.6%
-33,700.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -8.7% | +3.6% | -12.3% | -8.9% |
| 30D | +0.6% | +9.1% | -8.5% | 0.0% |
| 3M | -7.5% | -16.5% | +9.0% | -6.5% |
| 6M | -18.3% | -19.7% | +1.4% | -17.4% |
| YTD | -13.8% | +29.3% | -43.1% | -15.8% |
| 1Y | -8.8% | +33.1% | -42.0% | -11.2% |
| 3Y | +215.8% | +158.5% | +57.3% | +194.2% |
| 5Y | +301.2% | +266.7% | +34.5% | +264.9% |
| 10Y | +1,284.4% | +553.5% | +730.9% | +1,100.9% |
| All | +508.6% | +34,208.6% | -33,700.0% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling