+217.5%
GGLL vs CASY
+236.1%
-18.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.7% |
| 7D | +11.5% | +2.5% | +9.0% | +11.0% |
| 30D | -31.2% | +10.2% | -41.5% | -32.7% |
| 3M | -28.7% | -15.7% | -13.0% | -26.3% |
| 6M | -47.2% | -18.4% | -28.8% | -45.2% |
| YTD | -24.3% | +28.3% | -52.5% | -31.1% |
| 1Y | -12.0% | +32.6% | -44.5% | -21.0% |
| 3Y | +169.6% | +159.5% | +10.1% | +102.1% |
| All | +217.5% | +236.1% | -18.7% | +115.9% |
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 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