+148.1%
GGLL vs CASY
+154.8%
-6.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.9% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | -36.3% | +11.2% | -47.4% | -37.7% |
| 3M | -42.7% | -19.1% | -23.6% | -40.3% |
| 6M | -53.1% | -19.9% | -33.2% | -51.0% |
| YTD | -32.1% | +25.2% | -57.3% | -38.2% |
| 1Y | -20.1% | +31.6% | -51.7% | -28.8% |
| All | +148.1% | +154.8% | -6.7% | +89.3% |
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 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