-30.4%
GIS vs CASY
+250.1%
-280.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +3.6% | +1.1% | +2.5% | +3.5% |
| 30D | +13.9% | +8.7% | +5.2% | +13.1% |
| 3M | +0.3% | -17.3% | +17.6% | +1.8% |
| 6M | +5.0% | -19.7% | +24.7% | +6.6% |
| YTD | -18.4% | +24.8% | -43.2% | -21.8% |
| 1Y | -17.4% | +31.9% | -49.3% | -21.5% |
| 3Y | -36.9% | +155.4% | -192.3% | -46.9% |
| All | -30.4% | +250.1% | -280.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling