-8.5%
GGLL vs CASY
+32.9%
-41.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | +7.7% | +3.6% | +4.1% | +7.7% |
| 30D | -30.2% | +9.1% | -39.3% | -30.4% |
| 3M | -31.3% | -16.5% | -14.7% | -30.9% |
| 6M | -52.1% | -19.7% | -32.4% | -49.1% |
| YTD | -25.9% | +29.3% | -55.1% | -21.3% |
| 1Y | -8.5% | +33.1% | -41.6% | -1.1% |
| All | -8.5% | +32.9% | -41.3% | -1.1% |
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