+61.1%
GNRC vs CASY
+163.7%
-102.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | +0.2% |
| 7D | +3.2% | -16.5% | +19.7% | +5.9% |
| 30D | -9.5% | -26.4% | +16.9% | -5.3% |
| 3M | -28.5% | -17.3% | -11.2% | -27.6% |
| 6M | -10.0% | -5.2% | -4.8% | -12.5% |
| YTD | +36.7% | +14.1% | +22.7% | +26.1% |
| 1Y | +2.6% | +16.6% | -14.0% | -6.3% |
| All | +61.1% | +163.7% | -102.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling