-17.3%
GIS vs CASY
+555.0%
-572.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -3.4% | +3.6% | -6.9% | -3.9% |
| 30D | +6.9% | +9.1% | -2.2% | +5.4% |
| 3M | -10.1% | -16.5% | +6.4% | -7.8% |
| 6M | +5.9% | -19.7% | +25.6% | +8.8% |
| YTD | -21.1% | +29.3% | -50.4% | -26.0% |
| 1Y | -22.5% | +33.1% | -55.6% | -27.8% |
| 3Y | -39.0% | +158.5% | -197.5% | -51.3% |
| 5Y | -33.3% | +266.7% | -300.0% | -51.6% |
| All | -17.3% | +555.0% | -572.3% | -48.2% |
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