+225.3%
GLDM vs CASY
+573.4%
-348.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +5.0% | +3.6% | +1.4% | +4.9% |
| 30D | -1.3% | +7.2% | -8.5% | -1.4% |
| 3M | -4.7% | -16.9% | +12.2% | -4.5% |
| 6M | -12.4% | -19.3% | +6.9% | -12.0% |
| YTD | -4.1% | +25.6% | -29.7% | -4.8% |
| 1Y | +3.3% | +30.2% | -26.8% | +2.5% |
| 3Y | +110.9% | +154.9% | -43.9% | +107.9% |
| 5Y | +124.8% | +252.1% | -127.3% | +122.4% |
| All | +225.3% | +573.4% | -348.0% | +223.6% |
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