-14.3%
GME vs CASY
+51.2%
-65.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | +0.8% | -11.3% | +12.1% | +2.0% |
| 3M | -14.0% | -0.6% | -13.3% | -14.5% |
| 6M | -19.7% | +10.7% | -30.4% | -23.2% |
| YTD | -4.6% | +37.1% | -41.7% | -16.5% |
| 1Y | -14.3% | +52.3% | -66.6% | -30.0% |
| All | -14.3% | +51.2% | -65.6% | -30.0% |
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 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