+371.1%
GH vs CASY
+494.9%
-123.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +0.6% | +3.6% | -3.0% | -0.5% |
| 30D | -6.9% | +9.1% | -16.0% | -9.6% |
| 3M | -4.9% | -16.5% | +11.6% | -0.2% |
| 6M | +54.1% | -19.7% | +73.8% | +61.7% |
| YTD | +48.5% | +29.3% | +19.3% | +29.7% |
| 1Y | +61.2% | +33.1% | +28.0% | +38.6% |
| 3Y | +570.3% | +158.5% | +411.8% | +329.4% |
| 5Y | +46.1% | +266.7% | -220.6% | -20.1% |
| All | +371.1% | +494.9% | -123.7% | +82.1% |
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 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