-4.1%
GTLB vs CASY
+220.7%
-224.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | +37.8% | -11.3% | +49.2% | +39.8% |
| 3M | +61.6% | -0.6% | +62.2% | +59.7% |
| 6M | +98.9% | +10.7% | +88.2% | +88.8% |
| YTD | +32.8% | +37.1% | -4.3% | +16.4% |
| 1Y | +14.7% | +52.3% | -37.6% | -4.3% |
| All | -4.1% | +220.7% | -224.8% | -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