+248.5%
GLDM vs CASY
+634.9%
-386.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -11.3% | +15.7% | +4.6% |
| 3M | -1.1% | -0.6% | -0.4% | -1.2% |
| 6M | -13.7% | +10.7% | -24.4% | -14.0% |
| YTD | +2.8% | +37.1% | -34.4% | +1.9% |
| 1Y | +24.8% | +52.3% | -27.5% | +23.5% |
| 3Y | +127.8% | +215.2% | -87.4% | +124.3% |
| 5Y | +141.1% | +276.5% | -135.3% | +138.4% |
| All | +248.5% | +634.9% | -386.4% | +246.2% |
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