-22.8%
GIS vs CASY
+274.3%
-297.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | -8.3% | -4.4% | -3.9% | -7.9% |
| 30D | +2.2% | -12.0% | +14.2% | +3.2% |
| 3M | +15.7% | -2.3% | +18.0% | +15.2% |
| 6M | -12.0% | +10.5% | -22.5% | -13.9% |
| YTD | -15.0% | +33.0% | -48.0% | -18.8% |
| 1Y | -20.1% | +41.1% | -61.3% | -24.4% |
| 3Y | -34.6% | +207.5% | -242.1% | -46.6% |
| 5Y | -22.8% | +290.7% | -313.6% | -41.1% |
| All | -22.8% | +274.3% | -297.2% | -41.1% |
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