+100.5%
GSK vs CASY
+551.3%
-450.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +2.3% |
| 7D | +4.9% | +3.6% | +1.3% | +4.3% |
| 30D | +10.8% | +7.2% | +3.6% | +9.6% |
| 3M | -1.8% | -16.9% | +15.1% | +1.0% |
| 6M | +4.1% | -19.3% | +23.4% | +7.1% |
| YTD | +7.9% | +25.6% | -17.8% | +1.9% |
| 1Y | +14.4% | +30.2% | -15.7% | +7.2% |
| 3Y | +68.1% | +154.9% | -86.8% | +35.9% |
| 5Y | +47.7% | +252.1% | -204.5% | +9.8% |
| 10Y | +100.5% | +535.8% | -435.4% | +35.0% |
| All | +100.5% | +551.3% | -450.8% | +35.0% |
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 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