-45.5%
GPN vs CASY
+290.4%
-335.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.7% |
| 7D | -0.7% | -4.4% | +3.6% | +0.2% |
| 30D | +3.8% | -12.0% | +15.9% | +6.6% |
| 3M | +39.2% | -2.3% | +41.5% | +37.6% |
| 6M | +17.9% | +10.5% | +7.4% | +11.5% |
| YTD | +16.4% | +33.0% | -16.7% | +3.3% |
| 1Y | +3.6% | +41.1% | -37.5% | -10.2% |
| 3Y | -26.7% | +207.5% | -234.2% | -53.5% |
| All | -45.5% | +290.4% | -335.9% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling