+25.7%
GPN vs CASY
+464.4%
-438.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.5% | -17.2% | +13.7% | +2.7% |
| 30D | +3.1% | -24.4% | +27.5% | +13.1% |
| 3M | +42.3% | -31.4% | +73.7% | +60.6% |
| 6M | +20.9% | -8.9% | +29.8% | +20.1% |
| YTD | +15.2% | +13.8% | +1.4% | +3.9% |
| 1Y | +5.4% | +17.0% | -11.5% | -6.5% |
| 3Y | -27.4% | +163.1% | -190.5% | -56.7% |
| 5Y | -44.2% | +239.0% | -283.2% | -71.1% |
| All | +25.7% | +464.4% | -438.7% | -47.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling