-55.4%
GTLB vs CASY
+245.3%
-300.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.2% | +12.5% | +2.6% |
| 7D | -6.6% | -16.5% | +10.0% | -1.6% |
| 30D | +13.7% | -26.4% | +40.1% | +24.3% |
| 3M | +52.9% | -17.3% | +70.2% | +57.4% |
| 6M | +88.5% | -5.2% | +93.7% | +79.2% |
| YTD | +23.4% | +14.1% | +9.4% | +5.9% |
| 1Y | -3.8% | +16.6% | -20.4% | -19.2% |
| 3Y | -11.5% | +163.7% | -175.2% | -58.1% |
| All | -55.4% | +245.3% | -300.7% | -83.2% |
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