+739.4%
GLD vs CASY
+4,215.6%
-3,476.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -0.9% | +8.7% | -9.6% | -0.8% |
| 3M | -4.4% | -17.3% | +12.9% | -4.5% |
| 6M | -13.6% | -19.7% | +6.2% | -13.6% |
| YTD | -6.0% | +24.8% | -30.8% | -5.8% |
| 1Y | +1.8% | +31.9% | -30.1% | +2.0% |
| 3Y | +103.2% | +155.4% | -52.2% | +105.5% |
| 5Y | +119.3% | +250.6% | -131.2% | +123.4% |
| 10Y | +199.5% | +556.8% | -357.4% | +210.0% |
| All | +739.4% | +4,215.6% | -3,476.2% | +812.9% |
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