+79.2%
GPC vs CASY
+539.5%
-460.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +0.4% | +5.0% | -4.6% | -1.3% |
| 30D | -1.8% | +8.2% | -10.0% | -4.5% |
| 3M | -6.6% | -18.2% | +11.6% | -0.6% |
| 6M | +21.3% | -18.6% | +39.9% | +27.4% |
| YTD | +4.3% | +26.8% | -22.5% | -8.7% |
| 1Y | +3.3% | +31.6% | -28.3% | -11.2% |
| 3Y | +0.8% | +156.5% | -155.8% | -37.6% |
| 5Y | +7.4% | +258.6% | -251.2% | -44.6% |
| 10Y | +79.2% | +550.3% | -471.0% | -29.5% |
| All | +79.2% | +539.5% | -460.2% | -29.5% |
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