+368.0%
GDDY vs CASY
+658.2%
-290.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.0% | +4.2% |
| 7D | -8.1% | -16.5% | +8.4% | -4.3% |
| 30D | +2.3% | -26.4% | +28.7% | +9.8% |
| 3M | +14.7% | -17.3% | +32.0% | +18.3% |
| 6M | +2.1% | -5.2% | +7.3% | +0.7% |
| YTD | -24.6% | +14.1% | -38.6% | -29.6% |
| 1Y | -37.1% | +16.6% | -53.7% | -41.9% |
| 3Y | +25.5% | +163.7% | -138.2% | -11.3% |
| 5Y | +24.2% | +231.3% | -207.1% | -19.1% |
| 10Y | +191.6% | +462.9% | -271.3% | +57.5% |
| All | +368.0% | +658.2% | -290.2% | +132.4% |
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