+1,488.6%
GIS vs CASY
+36,294.0%
-34,805.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | +6.6% | -11.3% | +17.9% | +8.0% |
| 3M | +21.0% | -0.6% | +21.6% | +20.5% |
| 6M | -9.1% | +10.7% | -19.8% | -10.8% |
| YTD | -13.6% | +37.1% | -50.7% | -17.4% |
| 1Y | -18.0% | +52.3% | -70.3% | -22.6% |
| 3Y | -33.7% | +215.2% | -248.9% | -43.2% |
| 5Y | -19.4% | +276.5% | -295.9% | -32.8% |
| 10Y | -21.3% | +508.4% | -529.6% | -38.7% |
| All | +1,488.6% | +36,294.0% | -34,805.5% | +722.0% |
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