+14.7%
GTLB vs CASY
+51.2%
-36.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.0% |
| 7D | +11.1% | +0.1% | +11.0% | +11.2% |
| 30D | +37.8% | -11.3% | +49.2% | +33.6% |
| 3M | +61.6% | -0.6% | +62.2% | +63.5% |
| 6M | +98.9% | +10.7% | +88.2% | +107.0% |
| YTD | +32.8% | +37.1% | -4.3% | +41.6% |
| 1Y | +14.7% | +52.3% | -37.6% | +14.5% |
| All | +14.7% | +51.2% | -36.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling