Weird caching issue

I am always told to enable caching for a fast website so I have installed and configured according to some web-recommended settings the Super Cache Plugin.

However, when I test my website with gtmetrix, it always downscores me for not leverging caching with the browser.

When I did a gtmetrix test with no plugins installed (including the caching one), I got a better score for caching.

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Speaking of this issue, I did notice that many websites, especially from large brands and so score lower and worse than my website on gtmetrix, but they do seem to load and function better.

Anyone has any thoughts on this?