-12.2%
GGLL vs CASY
+32.1%
-44.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +6.5% |
| 7D | -23.1% | +0.8% | -23.9% | -23.1% |
| 30D | -32.9% | +9.4% | -42.3% | -33.2% |
| 3M | -44.9% | -20.6% | -24.3% | -44.7% |
| 6M | -49.5% | -20.7% | -28.8% | -47.4% |
| YTD | -28.9% | +22.5% | -51.4% | -23.7% |
| 1Y | -12.2% | +29.5% | -41.7% | -1.5% |
| All | -12.2% | +32.1% | -44.3% | -1.5% |
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