+382.5%
GH vs CASY
+483.5%
-101.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -11.2% | +5.0% | -16.2% | -12.6% |
| 30D | -7.2% | +8.2% | -15.4% | -9.7% |
| 3M | -7.1% | -18.2% | +11.1% | -1.9% |
| 6M | +62.3% | -18.6% | +80.9% | +69.2% |
| YTD | +52.1% | +26.8% | +25.3% | +33.6% |
| 1Y | +58.6% | +31.6% | +27.1% | +36.8% |
| 3Y | +619.9% | +156.5% | +463.4% | +361.8% |
| 5Y | +49.7% | +258.6% | -208.9% | -17.6% |
| All | +382.5% | +483.5% | -101.1% | +87.6% |
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