+104.0%
GSK vs CASY
+556.9%
-452.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.6% |
| 7D | -1.1% | +5.8% | -6.9% | -2.1% |
| 30D | +7.8% | +10.7% | -2.9% | +6.0% |
| 3M | +0.3% | -13.9% | +14.2% | +2.6% |
| 6M | +3.4% | -18.4% | +21.9% | +6.3% |
| YTD | +5.9% | +29.6% | -23.7% | -0.6% |
| 1Y | +8.2% | +32.8% | -24.6% | +1.0% |
| 3Y | +65.3% | +162.3% | -97.0% | +32.8% |
| 5Y | +43.3% | +265.0% | -221.7% | +5.7% |
| All | +104.0% | +556.9% | -452.9% | +36.4% |
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