+25.2%
GFS vs CASY
+31.5%
-6.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +17.2% | +2.5% | +14.7% | +17.3% |
| 30D | -8.7% | +10.2% | -19.0% | -8.8% |
| 3M | -19.7% | -15.7% | -4.0% | -19.0% |
| 6M | -40.7% | -18.4% | -22.3% | -38.9% |
| YTD | +22.5% | +28.3% | -5.7% | +22.2% |
| 1Y | +25.2% | +32.6% | -7.3% | +25.9% |
| All | +25.2% | +31.5% | -6.2% | +25.9% |
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 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