+2,020.8%
GPC vs CASY
+33,031.0%
-31,010.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | -2.1% | +8.7% | -10.8% | -3.8% |
| 3M | -6.8% | -17.3% | +10.5% | -3.6% |
| 6M | +18.6% | -19.7% | +38.3% | +22.4% |
| YTD | +2.7% | +24.8% | -22.2% | -3.6% |
| 1Y | +1.8% | +31.9% | -30.1% | -5.6% |
| 3Y | +1.1% | +155.4% | -154.3% | -19.7% |
| 5Y | +4.1% | +250.6% | -246.5% | -23.1% |
| 10Y | +88.2% | +556.8% | -468.6% | +22.6% |
| All | +2,020.8% | +33,031.0% | -31,010.3% | +672.0% |
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