-16.8%
GIS vs CASY
+468.0%
-484.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | +0.7% |
| 7D | -8.6% | -16.5% | +7.9% | -6.1% |
| 30D | -0.5% | -26.4% | +25.9% | +4.3% |
| 3M | +11.9% | -17.3% | +29.2% | +14.2% |
| 6M | -11.6% | -5.2% | -6.4% | -12.3% |
| YTD | -16.3% | +14.1% | -30.4% | -20.0% |
| 1Y | -21.8% | +16.6% | -38.4% | -25.6% |
| 3Y | -35.7% | +163.7% | -199.4% | -49.6% |
| 5Y | -22.9% | +231.3% | -254.2% | -43.4% |
| 10Y | -16.8% | +462.9% | -479.7% | -47.0% |
| All | -16.8% | +468.0% | -484.8% | -47.0% |
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