+23.5%
GPN vs CASY
+465.7%
-442.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.2% | +11.6% | +2.3% |
| 7D | -6.2% | -16.5% | +10.3% | -0.5% |
| 30D | +1.0% | -26.4% | +27.4% | +11.8% |
| 3M | +36.9% | -17.3% | +54.2% | +42.5% |
| 6M | +16.8% | -5.2% | +22.0% | +14.1% |
| YTD | +13.2% | +14.1% | -0.8% | +2.0% |
| 1Y | +1.4% | +16.6% | -15.2% | -9.9% |
| 3Y | -28.6% | +163.7% | -192.4% | -57.5% |
| 5Y | -47.0% | +231.3% | -278.3% | -72.2% |
| All | +23.5% | +465.7% | -442.1% | -48.0% |
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 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