+2,114.4%
GNRC vs CASY
+2,856.2%
-741.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -13.8% | -11.3% | -2.5% | -10.2% |
| 3M | -32.6% | -0.6% | -32.0% | -34.2% |
| 6M | -15.2% | +10.7% | -25.9% | -20.7% |
| YTD | +37.4% | +37.1% | +0.3% | +18.1% |
| 1Y | +5.1% | +52.3% | -47.2% | -13.6% |
| 3Y | +57.5% | +215.2% | -157.7% | -5.5% |
| 5Y | -58.7% | +276.5% | -335.2% | -77.1% |
| 10Y | +395.5% | +508.4% | -112.9% | +119.1% |
| All | +2,114.4% | +2,856.2% | -741.8% | +505.7% |
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