+205.6%
GLD vs CASY
+550.0%
-344.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +2.5% | -8.0% | -5.5% |
| 30D | -7.0% | +10.2% | -17.2% | -7.1% |
| 3M | -12.4% | -15.7% | +3.3% | -12.1% |
| 6M | -18.0% | -18.4% | +0.3% | -17.7% |
| YTD | -10.5% | +28.3% | -38.7% | -11.1% |
| 1Y | -8.1% | +32.6% | -40.6% | -8.8% |
| 3Y | +97.7% | +159.5% | -61.8% | +94.6% |
| 5Y | +103.4% | +263.9% | -160.5% | +100.8% |
| All | +205.6% | +550.0% | -344.3% | +200.2% |
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 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