+124.3%
GLDM vs CASY
+254.0%
-129.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | +1.9% | +1.8% | 0.0% | +1.9% |
| 30D | -1.7% | +11.2% | -12.9% | -1.8% |
| 3M | -3.5% | -19.1% | +15.5% | -3.2% |
| 6M | -10.1% | -19.9% | +9.8% | -9.4% |
| YTD | -5.0% | +25.2% | -30.2% | -6.3% |
| 1Y | +2.8% | +31.6% | -28.8% | +1.2% |
| 3Y | +105.1% | +155.4% | -50.3% | +101.2% |
| 5Y | +124.3% | +251.5% | -127.2% | +127.2% |
| All | +124.3% | +254.0% | -129.7% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling