+319.2%
GDX vs CASY
+539.5%
-220.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -5.5% |
| 7D | +11.5% | +5.0% | +6.5% | +10.9% |
| 30D | -3.1% | +8.2% | -11.3% | -3.9% |
| 3M | -4.4% | -18.2% | +13.8% | -2.7% |
| 6M | -8.6% | -18.6% | +10.0% | -7.1% |
| YTD | +0.8% | +26.8% | -26.0% | -3.1% |
| 1Y | +14.7% | +31.6% | -16.9% | +9.6% |
| 3Y | +228.8% | +156.5% | +72.2% | +194.4% |
| 5Y | +173.4% | +258.6% | -85.3% | +139.5% |
| 10Y | +319.2% | +550.3% | -231.0% | +267.8% |
| All | +319.2% | +539.5% | -220.2% | +267.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling