+30.4%
GDDY vs CASY
+229.6%
-199.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | -3.2% | -18.6% | +15.4% | +0.1% |
| 30D | +6.8% | -26.6% | +33.5% | +12.5% |
| 3M | +30.5% | -32.8% | +63.2% | +39.4% |
| 6M | +13.3% | -10.0% | +23.3% | +12.4% |
| YTD | -21.0% | +11.6% | -32.6% | -26.1% |
| 1Y | -34.0% | +11.5% | -45.5% | -38.4% |
| 3Y | +33.1% | +160.7% | -127.6% | -7.0% |
| All | +30.4% | +229.6% | -199.2% | -18.8% |
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