-34.6%
GIS vs CASY
+209.8%
-244.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.5% |
| 7D | -8.3% | -4.4% | -3.9% | -8.2% |
| 30D | +2.2% | -12.0% | +14.2% | +2.3% |
| 3M | +15.7% | -2.3% | +18.0% | +15.3% |
| 6M | -12.0% | +10.5% | -22.5% | -13.0% |
| YTD | -15.0% | +33.0% | -48.0% | -16.7% |
| 1Y | -20.1% | +41.1% | -61.3% | -22.0% |
| 3Y | -34.6% | +207.5% | -242.1% | -37.6% |
| All | -34.6% | +209.8% | -244.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling