+5,486.6%
GRMN vs CASY
+6,989.7%
-1,503.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +6.3% | +5.0% | +1.4% | +4.8% |
| 30D | +7.6% | +8.2% | -0.6% | +5.0% |
| 3M | -7.5% | -18.2% | +10.7% | -2.4% |
| 6M | +21.2% | -18.6% | +39.8% | +26.5% |
| YTD | +44.0% | +26.8% | +17.2% | +30.3% |
| 1Y | +44.7% | +31.6% | +13.1% | +29.0% |
| 3Y | +160.5% | +156.5% | +4.0% | +83.6% |
| 5Y | +124.6% | +258.6% | -134.0% | +39.7% |
| 10Y | +651.6% | +550.3% | +101.4% | +271.6% |
| All | +5,486.6% | +6,989.7% | -1,503.1% | +944.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling