+12.6%
GFS vs CASY
+32.0%
-19.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.2% |
| 7D | -7.8% | +1.1% | -8.9% | -7.8% |
| 30D | -19.7% | +8.7% | -28.4% | -19.8% |
| 3M | -23.1% | -17.3% | -5.8% | -22.6% |
| 6M | -46.4% | -19.7% | -26.6% | -45.0% |
| YTD | +11.0% | +24.8% | -13.8% | +10.7% |
| 1Y | +12.6% | +31.9% | -19.3% | +13.6% |
| All | +12.6% | +32.0% | -19.4% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling