+76.8%
GSK vs CASY
+549.1%
-472.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.2% |
| 7D | -4.2% | -4.4% | +0.2% | -3.4% |
| 30D | -7.5% | -12.0% | +4.5% | -5.5% |
| 3M | -3.3% | -2.3% | -0.9% | -3.6% |
| 6M | -9.3% | +10.5% | -19.9% | -11.9% |
| YTD | +1.6% | +33.0% | -31.4% | -4.8% |
| 1Y | +25.5% | +41.1% | -15.6% | +16.0% |
| 3Y | +49.3% | +207.5% | -158.2% | +16.2% |
| 5Y | +46.7% | +290.7% | -244.1% | +6.9% |
| 10Y | +76.8% | +556.5% | -479.7% | +17.6% |
| All | +76.8% | +549.1% | -472.2% | +17.6% |
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