+61.9%
GSK vs CASY
+220.7%
-158.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.2% | -11.3% | +9.2% | -1.1% |
| 3M | -1.8% | -0.6% | -1.2% | -2.2% |
| 6M | -10.6% | +10.7% | -21.3% | -12.2% |
| YTD | +4.4% | +37.1% | -32.7% | +0.2% |
| 1Y | +30.4% | +52.3% | -21.9% | +23.3% |
| All | +61.9% | +220.7% | -158.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling