+244.6%
GGLL vs CASY
+215.7%
+28.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -13.7% | -11.3% | -2.3% | -11.7% |
| 3M | -21.9% | -0.6% | -21.2% | -23.0% |
| 6M | +11.7% | +10.7% | +0.9% | +7.1% |
| YTD | +2.3% | +37.1% | -34.8% | -7.3% |
| 1Y | +76.2% | +52.3% | +23.9% | +54.0% |
| All | +244.6% | +215.7% | +28.9% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling