+168.3%
GM vs CASY
+209.8%
-41.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -2.0% |
| 7D | +0.4% | -4.4% | +4.8% | +0.7% |
| 30D | -1.8% | -12.0% | +10.2% | -1.1% |
| 3M | +2.6% | -2.3% | +5.0% | +2.0% |
| 6M | +14.6% | +10.5% | +4.0% | +11.1% |
| YTD | +6.2% | +33.0% | -26.8% | -0.1% |
| 1Y | +48.7% | +41.1% | +7.5% | +37.7% |
| 3Y | +168.3% | +207.5% | -39.2% | +109.2% |
| All | +168.3% | +209.8% | -41.5% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling