+216.0%
GLD vs CASY
+505.6%
-289.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -11.3% | +15.7% | +4.6% |
| 3M | -1.1% | -0.6% | -0.4% | -1.2% |
| 6M | -13.8% | +10.7% | -24.5% | -14.1% |
| YTD | +2.6% | +37.1% | -34.5% | +1.8% |
| 1Y | +24.5% | +52.3% | -27.8% | +23.2% |
| 3Y | +125.8% | +215.2% | -89.3% | +122.1% |
| 5Y | +137.8% | +276.5% | -138.7% | +134.5% |
| All | +216.0% | +505.6% | -289.6% | +213.1% |
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