-26.7%
GPN vs CASY
+209.8%
-236.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -3.1% |
| 7D | -0.7% | -4.4% | +3.6% | -0.3% |
| 30D | +3.8% | -12.0% | +15.9% | +5.1% |
| 3M | +39.2% | -2.3% | +41.5% | +38.0% |
| 6M | +17.9% | +10.5% | +7.4% | +13.3% |
| YTD | +16.4% | +33.0% | -16.7% | +7.0% |
| 1Y | +3.6% | +41.1% | -37.5% | -6.4% |
| 3Y | -26.7% | +207.5% | -234.2% | -42.1% |
| All | -26.7% | +209.8% | -236.5% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling