+93.8%
GD vs CASY
+250.1%
-156.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | +8.9% | +8.7% | +0.2% | +7.5% |
| 3M | -8.0% | -17.3% | +9.3% | -5.5% |
| 6M | +2.9% | -19.7% | +22.6% | +6.0% |
| YTD | +7.1% | +24.8% | -17.8% | +1.0% |
| 1Y | +5.9% | +31.9% | -26.0% | -1.3% |
| 3Y | +53.9% | +155.4% | -101.5% | +22.2% |
| All | +93.8% | +250.1% | -156.3% | +37.7% |
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 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