+188.5%
GD vs CASY
+553.2%
-364.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | +8.9% | +8.7% | +0.2% | +6.5% |
| 3M | -8.0% | -17.3% | +9.3% | -3.9% |
| 6M | +2.9% | -19.7% | +22.6% | +7.5% |
| YTD | +7.1% | +24.8% | -17.8% | -2.1% |
| 1Y | +5.9% | +31.9% | -26.0% | -4.9% |
| 3Y | +53.9% | +155.4% | -101.5% | +9.2% |
| 5Y | +95.4% | +250.6% | -155.2% | +21.6% |
| All | +188.5% | +553.2% | -364.7% | +55.7% |
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 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