+97.2%
GD vs CASY
+276.6%
-179.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | -11.3% | +4.9% | -4.7% |
| 3M | +5.7% | -0.6% | +6.3% | +5.2% |
| 6M | -0.9% | +10.7% | -11.7% | -3.7% |
| YTD | +8.2% | +37.1% | -29.0% | +0.9% |
| 1Y | +13.4% | +52.3% | -38.9% | +3.4% |
| 3Y | +68.5% | +215.2% | -146.7% | +28.9% |
| All | +97.2% | +276.6% | -179.4% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling