+1,362.8%
GIS vs CASY
+33,553.3%
-32,190.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.5% | +5.0% | -3.4% | +1.0% |
| 30D | +9.2% | +8.2% | +1.0% | +8.2% |
| 3M | -5.4% | -18.2% | +12.8% | -3.4% |
| 6M | +3.4% | -18.6% | +22.0% | +5.2% |
| YTD | -20.5% | +26.8% | -47.3% | -23.4% |
| 1Y | -20.0% | +31.6% | -51.6% | -23.3% |
| 3Y | -38.6% | +156.5% | -195.1% | -46.2% |
| 5Y | -33.1% | +258.6% | -291.7% | -44.0% |
| 10Y | -16.4% | +550.3% | -566.7% | -35.4% |
| All | +1,362.8% | +33,553.3% | -32,190.5% | +662.5% |
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