+265.3%
GME vs CASY
+468.0%
-202.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -14.2% | +19.5% | +10.6% |
| 7D | +4.8% | -16.5% | +21.4% | +11.3% |
| 30D | +5.9% | -26.4% | +32.2% | +17.8% |
| 3M | -10.7% | -17.3% | +6.6% | -6.7% |
| 6M | -19.8% | -5.2% | -14.6% | -21.5% |
| YTD | -0.9% | +14.1% | -15.0% | -10.9% |
| 1Y | -15.7% | +16.6% | -32.3% | -25.1% |
| 3Y | +12.3% | +163.7% | -151.4% | -38.9% |
| 5Y | -60.1% | +231.3% | -291.4% | -81.3% |
| 10Y | +265.3% | +462.9% | -197.6% | +34.9% |
| All | +265.3% | +468.0% | -202.7% | +34.9% |
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