+401.3%
GH vs CASY
+531.0%
-129.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | -11.3% | +10.3% | +2.7% |
| 3M | +21.3% | -0.6% | +22.0% | +19.2% |
| 6M | +73.5% | +10.7% | +62.8% | +63.3% |
| YTD | +58.0% | +37.1% | +20.9% | +36.6% |
| 1Y | +163.1% | +52.3% | +110.8% | +116.0% |
| 3Y | +361.0% | +215.2% | +145.9% | +175.0% |
| 5Y | +22.5% | +276.5% | -254.0% | -33.0% |
| All | +401.3% | +531.0% | -129.8% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling