+163.1%
GH vs CASY
+51.2%
+111.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | -1.1% | -11.3% | +10.3% | -2.5% |
| 3M | +21.3% | -0.6% | +22.0% | +21.2% |
| 6M | +73.5% | +10.7% | +62.8% | +78.6% |
| YTD | +58.0% | +37.1% | +20.9% | +82.8% |
| 1Y | +163.1% | +52.3% | +110.8% | +222.0% |
| All | +163.1% | +51.2% | +111.8% | +222.0% |
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