+435.3%
GNRC vs CASY
+453.5%
-18.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.9% | +3.6% |
| 7D | -0.2% | -18.6% | +18.4% | +6.5% |
| 30D | -15.7% | -26.6% | +10.9% | -6.9% |
| 3M | -27.3% | -32.8% | +5.4% | -17.7% |
| 6M | -12.1% | -10.0% | -2.0% | -12.4% |
| YTD | +37.1% | +11.6% | +25.5% | +25.3% |
| 1Y | -0.5% | +11.5% | -11.9% | -9.3% |
| 3Y | +61.5% | +160.7% | -99.2% | +0.4% |
| 5Y | -58.6% | +232.4% | -291.0% | -76.9% |
| All | +435.3% | +453.5% | -18.2% | +138.3% |
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