+405.5%
GH vs CASY
+425.0%
-19.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -14.2% | +15.4% | +5.6% |
| 7D | -0.2% | -16.5% | +16.4% | +5.2% |
| 30D | -2.6% | -26.4% | +23.7% | +6.7% |
| 3M | +25.1% | -17.3% | +42.4% | +29.6% |
| 6M | +78.5% | -5.2% | +83.7% | +75.3% |
| YTD | +59.4% | +14.1% | +45.3% | +45.3% |
| 1Y | +173.9% | +16.6% | +157.2% | +145.7% |
| 3Y | +382.7% | +163.7% | +219.0% | +203.0% |
| 5Y | +24.4% | +231.3% | -206.9% | -29.8% |
| All | +405.5% | +425.0% | -19.5% | +104.1% |
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