+1,032.6%
GME vs CASY
+6,278.9%
-5,246.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | -14.0% | -0.6% | -13.3% | -15.1% |
| 6M | -19.7% | +10.7% | -30.4% | -24.2% |
| YTD | -4.6% | +37.1% | -41.7% | -16.7% |
| 1Y | -14.3% | +52.3% | -66.6% | -28.2% |
| 3Y | +4.0% | +215.2% | -211.2% | -36.9% |
| 5Y | -62.2% | +276.5% | -338.7% | -78.7% |
| 10Y | +241.4% | +508.4% | -267.0% | +59.3% |
| All | +1,032.6% | +6,278.9% | -5,246.2% | +80.2% |
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