+11.9%
GDX vs CASY
+34.1%
-22.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.4% |
| 7D | +0.7% | +5.8% | -5.1% | +0.8% |
| 30D | -3.8% | +10.7% | -14.4% | -3.6% |
| 3M | -5.4% | -13.9% | +8.4% | -5.2% |
| 6M | -12.7% | -18.4% | +5.7% | -7.4% |
| YTD | -0.7% | +29.6% | -30.3% | -8.9% |
| 1Y | +11.9% | +32.8% | -20.9% | +3.2% |
| All | +11.9% | +34.1% | -22.2% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling