+40.7%
GPN vs CASY
+550.0%
-509.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.0% | -11.0% | -11.7% |
| 7D | -7.1% | +2.5% | -9.6% | -7.9% |
| 30D | +7.7% | +10.2% | -2.5% | +4.1% |
| 3M | -0.1% | -15.7% | +15.6% | +5.3% |
| 6M | +29.4% | -18.4% | +47.8% | +35.6% |
| YTD | +15.1% | +28.3% | -13.2% | -0.7% |
| 1Y | +15.4% | +32.6% | -17.1% | -2.1% |
| 3Y | -16.5% | +159.5% | -176.0% | -49.1% |
| 5Y | -29.6% | +263.9% | -293.5% | -64.4% |
| All | +40.7% | +550.0% | -509.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling