+456.3%
GME vs CASY
+550.0%
-93.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +6.0% | +2.5% | +3.5% | +5.0% |
| 30D | -5.9% | +10.2% | -16.1% | -9.4% |
| 3M | +38.2% | -15.7% | +53.9% | +45.7% |
| 6M | +14.5% | -18.4% | +32.9% | +20.6% |
| YTD | +27.6% | +28.3% | -0.7% | +9.5% |
| 1Y | +19.9% | +32.6% | -12.6% | +1.3% |
| 3Y | +104.3% | +159.5% | -55.2% | +15.0% |
| 5Y | -49.3% | +263.9% | -313.2% | -77.1% |
| All | +456.3% | +550.0% | -93.7% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling