+190.4%
GD vs CASY
+555.0%
-364.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | -3.9% | +1.8% | -5.7% | -4.4% |
| 30D | +8.1% | +11.2% | -3.1% | +5.1% |
| 3M | -6.8% | -19.1% | +12.3% | -2.0% |
| 6M | +3.0% | -19.9% | +22.9% | +7.7% |
| YTD | +7.8% | +25.2% | -17.4% | -1.5% |
| 1Y | +5.8% | +31.6% | -25.8% | -4.9% |
| 3Y | +55.3% | +155.4% | -100.1% | +10.2% |
| 5Y | +96.7% | +251.5% | -154.9% | +22.3% |
| All | +190.4% | +555.0% | -364.6% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling