+208.4%
GLD vs CASY
+539.5%
-331.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -4.0% | +8.2% | -12.1% | -4.1% |
| 3M | -8.2% | -18.2% | +9.9% | -8.0% |
| 6M | -14.8% | -18.6% | +3.7% | -14.5% |
| YTD | -6.8% | +26.8% | -33.6% | -7.5% |
| 1Y | -2.4% | +31.6% | -34.0% | -3.2% |
| 3Y | +105.8% | +156.5% | -50.8% | +102.8% |
| 5Y | +113.3% | +258.6% | -145.3% | +110.8% |
| 10Y | +208.4% | +550.3% | -341.8% | +205.6% |
| All | +208.4% | +539.5% | -331.0% | +205.6% |
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