+188.6%
GGLL vs CASY
+227.1%
-38.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +3.1% | +1.1% | +2.0% | +2.9% |
| 30D | -36.3% | +8.7% | -45.0% | -37.6% |
| 3M | -40.4% | -17.3% | -23.0% | -38.1% |
| 6M | -54.6% | -19.7% | -34.9% | -52.8% |
| YTD | -31.1% | +24.8% | -56.0% | -37.0% |
| 1Y | -19.2% | +31.9% | -51.1% | -27.6% |
| 3Y | +151.5% | +155.4% | -3.9% | +89.0% |
| All | +188.6% | +227.1% | -38.5% | +97.3% |
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 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