+1,721.8%
GSK vs CASY
+33,031.0%
-31,309.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +7.0% | +8.7% | -1.7% | +5.7% |
| 3M | -2.7% | -17.3% | +14.7% | -0.1% |
| 6M | +1.4% | -19.7% | +21.2% | +4.0% |
| YTD | +5.3% | +24.8% | -19.5% | +0.8% |
| 1Y | +10.6% | +31.9% | -21.3% | +4.9% |
| 3Y | +62.6% | +155.4% | -92.8% | +37.8% |
| 5Y | +41.7% | +250.6% | -208.9% | +13.4% |
| 10Y | +104.7% | +556.8% | -452.1% | +46.3% |
| All | +1,721.8% | +33,031.0% | -31,309.3% | +521.1% |
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