+246.5%
GM vs CASY
+2,061.4%
-1,814.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -1.4% | -11.3% | +10.0% | +2.2% |
| 3M | +5.9% | -0.6% | +6.5% | +4.0% |
| 6M | +12.4% | +10.7% | +1.7% | +5.7% |
| YTD | +8.6% | +37.1% | -28.5% | -5.5% |
| 1Y | +52.6% | +52.3% | +0.3% | +26.9% |
| 3Y | +169.7% | +215.2% | -45.5% | +64.8% |
| 5Y | +87.5% | +276.5% | -188.9% | +5.4% |
| 10Y | +233.0% | +508.4% | -275.4% | +53.6% |
| All | +246.5% | +2,061.4% | -1,814.9% | -17.3% |
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