+644.1%
GRMN vs CASY
+468.0%
+176.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +2.6% |
| 7D | -1.4% | -16.5% | +15.1% | +3.2% |
| 30D | -13.1% | -26.4% | +13.3% | -6.0% |
| 3M | +14.9% | -17.3% | +32.2% | +19.1% |
| 6M | +13.1% | -5.2% | +18.3% | +11.9% |
| YTD | +35.3% | +14.1% | +21.2% | +26.3% |
| 1Y | +16.0% | +16.6% | -0.6% | +7.2% |
| 3Y | +179.6% | +163.7% | +15.9% | +92.6% |
| 5Y | +75.0% | +231.3% | -156.3% | +9.4% |
| 10Y | +644.1% | +462.9% | +181.2% | +277.1% |
| All | +644.1% | +468.0% | +176.1% | +277.1% |
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 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