-52.0%
GTLB vs CASY
+315.1%
-367.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +11.1% | +0.1% | +11.0% | +10.9% |
| 30D | +37.8% | -11.3% | +49.2% | +42.7% |
| 3M | +61.6% | -0.6% | +62.2% | +57.7% |
| 6M | +98.9% | +10.7% | +88.2% | +81.9% |
| YTD | +32.8% | +37.1% | -4.3% | +8.0% |
| 1Y | +14.7% | +52.3% | -37.6% | -12.9% |
| 3Y | +1.3% | +215.2% | -213.8% | -54.3% |
| All | -52.0% | +315.1% | -367.1% | -82.9% |
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