+32.8%
GPC vs CASY
+276.6%
-243.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +6.0% | -11.3% | +17.3% | +8.6% |
| 3M | +42.6% | -0.6% | +43.3% | +40.9% |
| 6M | +22.8% | +10.7% | +12.0% | +17.3% |
| YTD | +15.5% | +37.1% | -21.7% | +4.0% |
| 1Y | +2.0% | +52.3% | -50.3% | -11.0% |
| 3Y | -1.4% | +215.2% | -216.6% | -34.0% |
| All | +32.8% | +276.6% | -243.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling