+2,049.1%
GPC vs CASY
+33,122.1%
-31,073.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.0% |
| 7D | +1.7% | +1.8% | -0.2% | +1.3% |
| 30D | -2.3% | +11.2% | -13.5% | -4.5% |
| 3M | -4.5% | -19.1% | +14.6% | -0.8% |
| 6M | +21.6% | -19.9% | +41.5% | +25.5% |
| YTD | +4.0% | +25.2% | -21.1% | -2.3% |
| 1Y | +3.5% | +31.6% | -28.1% | -4.0% |
| 3Y | +2.1% | +155.4% | -153.3% | -18.8% |
| 5Y | +5.5% | +251.5% | -246.1% | -22.1% |
| 10Y | +90.7% | +558.6% | -467.9% | +24.2% |
| All | +2,049.1% | +33,122.1% | -31,073.0% | +681.8% |
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