+1,401.2%
GIS vs CASY
+33,031.0%
-31,629.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +13.9% | +8.7% | +5.2% | +12.8% |
| 3M | +0.3% | -17.3% | +17.6% | +2.3% |
| 6M | +5.0% | -19.7% | +24.7% | +6.9% |
| YTD | -18.4% | +24.8% | -43.2% | -21.2% |
| 1Y | -17.4% | +31.9% | -49.3% | -20.9% |
| 3Y | -36.9% | +155.4% | -192.3% | -44.7% |
| 5Y | -30.4% | +250.6% | -280.9% | -41.5% |
| 10Y | -13.6% | +556.8% | -570.5% | -33.3% |
| All | +1,401.2% | +33,031.0% | -31,629.8% | +684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling