+1.3%
GPC vs CASY
+51.2%
-50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +5.1% | -11.3% | +16.5% | +5.7% |
| 3M | +41.5% | -0.6% | +42.2% | +39.8% |
| 6M | +21.8% | +10.7% | +11.1% | +16.0% |
| YTD | +14.6% | +37.1% | -22.6% | +5.2% |
| 1Y | +1.3% | +52.3% | -51.0% | -10.6% |
| All | +1.3% | +51.2% | -50.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling