-55.1%
GTLB vs CASY
+283.8%
-338.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -10.9% | +5.0% | -15.9% | -12.3% |
| 30D | -15.3% | +8.2% | -23.5% | -17.5% |
| 3M | +14.6% | -18.2% | +32.7% | +20.8% |
| 6M | +79.6% | -18.6% | +98.2% | +87.8% |
| YTD | +24.3% | +26.8% | -2.5% | +3.0% |
| 1Y | +1.0% | +31.6% | -30.6% | -18.3% |
| 3Y | +4.6% | +156.5% | -151.9% | -47.0% |
| 5Y | -63.7% | +258.6% | -322.4% | -86.7% |
| All | -55.1% | +283.8% | -338.9% | -83.7% |
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