+5.6%
GTLB vs CASY
+161.8%
-156.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -0.7% | +3.6% | -4.3% | -1.2% |
| 30D | -10.2% | +9.1% | -19.3% | -11.3% |
| 3M | +10.1% | -16.5% | +26.6% | +12.2% |
| 6M | +116.5% | -19.7% | +136.2% | +124.3% |
| YTD | +27.2% | +29.3% | -2.1% | +10.8% |
| 1Y | +8.6% | +33.1% | -24.6% | -6.8% |
| 3Y | +5.6% | +158.5% | -152.9% | -39.5% |
| All | +5.6% | +161.8% | -156.2% | -39.5% |
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 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