+746.1%
GLD vs CASY
+4,227.4%
-3,481.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.8% |
| 7D | +1.9% | +1.8% | 0.0% | +1.9% |
| 30D | -1.8% | +11.2% | -13.0% | -1.7% |
| 3M | -3.6% | -19.1% | +15.4% | -3.8% |
| 6M | -10.2% | -19.9% | +9.7% | -10.3% |
| YTD | -5.3% | +25.2% | -30.4% | -5.1% |
| 1Y | +2.5% | +31.6% | -29.2% | +2.7% |
| 3Y | +103.2% | +155.4% | -52.2% | +105.6% |
| 5Y | +121.1% | +251.5% | -130.5% | +125.2% |
| 10Y | +201.9% | +558.6% | -356.8% | +212.5% |
| All | +746.1% | +4,227.4% | -3,481.4% | +820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling