+0.1%
GPC vs CASY
+32.9%
-32.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +0.4% | +3.6% | -3.1% | +0.3% |
| 30D | -6.3% | +9.1% | -15.3% | -6.6% |
| 3M | -8.2% | -16.5% | +8.4% | -7.8% |
| 6M | +27.1% | -19.7% | +46.8% | +31.1% |
| YTD | +3.1% | +29.3% | -26.1% | -5.0% |
| 1Y | +0.1% | +33.1% | -33.1% | -7.9% |
| All | +0.1% | +32.9% | -32.8% | -7.9% |
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