+20.7%
GM vs CASY
+32.9%
-12.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -0.2% | +3.6% | -3.7% | 0.0% |
| 30D | +3.6% | +9.1% | -5.5% | +3.9% |
| 3M | -0.2% | -16.5% | +16.3% | -2.4% |
| 6M | +13.9% | -19.7% | +33.6% | +14.9% |
| YTD | +6.5% | +29.3% | -22.8% | +3.0% |
| 1Y | +20.7% | +33.1% | -12.5% | +17.4% |
| All | +20.7% | +32.9% | -12.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling