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  • GD vs CASY✓SelectedUSD · CASYGD vs CASY performance historyLatest closeAs of-1.77%09/04
Stock and ETF performance explorer

GD vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,851.2%
CASY return
+36,294.0%
Excess return
-16,442.8%
Maximum drawdown
-61.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
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