+104.8%
GLD vs CASY
+154.8%
-50.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +1.9% | +1.8% | 0.0% | +1.8% |
| 30D | -1.8% | +11.2% | -13.0% | -2.1% |
| 3M | -3.6% | -19.1% | +15.4% | -2.8% |
| 6M | -10.2% | -19.9% | +9.7% | -9.0% |
| YTD | -5.3% | +25.2% | -30.4% | -8.0% |
| 1Y | +2.5% | +31.6% | -29.2% | -1.1% |
| All | +104.8% | +154.8% | -50.0% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling