-21.3%
GFS vs CASY
+275.5%
-296.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.2% | -12.0% | -10.4% |
| 7D | -20.7% | +1.8% | -22.5% | -21.2% |
| 30D | -25.2% | +11.2% | -36.4% | -27.7% |
| 3M | -26.3% | -19.1% | -7.2% | -22.2% |
| 6M | -50.7% | -19.9% | -30.8% | -48.3% |
| YTD | +4.5% | +25.2% | -20.6% | -8.2% |
| 1Y | +2.5% | +31.6% | -29.2% | -12.2% |
| 3Y | -30.9% | +155.4% | -186.3% | -57.9% |
| 5Y | -42.6% | +251.5% | -294.2% | -72.0% |
| All | -21.3% | +275.5% | -296.8% | -62.3% |
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