+20,253.5%
GD vs CASY
+32,414.3%
-12,160.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +10.5% | +9.4% | +1.1% | +8.7% |
| 3M | -5.0% | -20.6% | +15.6% | -1.4% |
| 6M | +5.5% | -20.7% | +26.2% | +8.8% |
| YTD | +10.3% | +22.5% | -12.2% | +5.0% |
| 1Y | +8.2% | +29.5% | -21.3% | +1.8% |
| 3Y | +59.0% | +150.0% | -90.9% | +31.1% |
| 5Y | +104.3% | +248.6% | -144.3% | +57.2% |
| 10Y | +202.4% | +544.6% | -342.2% | +107.2% |
| All | +20,253.5% | +32,414.3% | -12,160.8% | +9,546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling