+1,705.8%
GSK vs CASY
+36,294.0%
-34,588.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -1.8% | -0.6% | -1.2% | -2.3% |
| 6M | -10.6% | +10.7% | -21.3% | -12.6% |
| YTD | +4.4% | +37.1% | -32.7% | -1.2% |
| 1Y | +30.4% | +52.3% | -21.9% | +21.2% |
| 3Y | +60.1% | +215.2% | -155.1% | +31.5% |
| 5Y | +46.8% | +276.5% | -229.7% | +16.4% |
| 10Y | +79.2% | +508.4% | -429.1% | +29.6% |
| All | +1,705.8% | +36,294.0% | -34,588.2% | +508.5% |
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