+1,403.3%
GME vs CASY
+5,798.5%
-4,395.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +4.8% | +5.0% | -0.2% | +3.0% |
| 30D | -4.3% | +8.2% | -12.4% | -7.0% |
| 3M | +35.3% | -18.2% | +53.5% | +43.3% |
| 6M | +4.7% | -18.6% | +23.3% | +9.6% |
| YTD | +26.6% | +26.8% | -0.2% | +12.4% |
| 1Y | +18.3% | +31.6% | -13.3% | +3.5% |
| 3Y | +102.8% | +156.5% | -53.7% | +31.8% |
| 5Y | -48.9% | +258.6% | -307.6% | -71.1% |
| 10Y | +480.5% | +550.3% | -69.8% | +163.4% |
| All | +1,403.3% | +5,798.5% | -4,395.2% | +143.2% |
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