+19,851.2%
GD vs CASY
+36,294.0%
-16,442.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +5.7% | -0.6% | +6.3% | +5.1% |
| 6M | -0.9% | +10.7% | -11.7% | -3.6% |
| YTD | +8.2% | +37.1% | -29.0% | +1.2% |
| 1Y | +13.4% | +52.3% | -38.9% | +3.9% |
| 3Y | +68.5% | +215.2% | -146.7% | +33.5% |
| 5Y | +97.2% | +276.5% | -179.3% | +50.0% |
| 10Y | +190.2% | +508.4% | -318.2% | +100.6% |
| All | +19,851.2% | +36,294.0% | -16,442.8% | +9,197.4% |
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