+194.0%
GGLL vs CASY
+232.3%
-38.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +5.1% | +5.0% | +0.1% | +4.1% |
| 30D | -35.5% | +8.2% | -43.7% | -36.7% |
| 3M | -39.2% | -18.2% | -21.0% | -36.7% |
| 6M | -54.4% | -18.6% | -35.8% | -52.7% |
| YTD | -29.8% | +26.8% | -56.6% | -36.0% |
| 1Y | -20.4% | +31.6% | -52.0% | -28.5% |
| 3Y | +149.7% | +156.5% | -6.8% | +87.6% |
| All | +194.0% | +232.3% | -38.2% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling