+14.4%
GME vs CASY
+32.1%
-17.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.6% |
| 7D | +7.8% | +0.8% | +6.9% | +7.7% |
| 30D | -0.4% | +9.4% | -9.8% | -0.5% |
| 3M | +30.9% | -20.6% | +51.5% | +31.9% |
| 6M | +5.5% | -20.7% | +26.2% | +6.8% |
| YTD | +25.2% | +22.5% | +2.7% | +12.6% |
| 1Y | +14.4% | +29.5% | -15.1% | +2.4% |
| All | +14.4% | +32.1% | -17.8% | +2.4% |
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