+219.3%
GLDM vs CASY
+556.5%
-337.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | -1.9% | +9.4% | -11.3% | -2.0% |
| 3M | -0.4% | -20.6% | +20.2% | -0.1% |
| 6M | -10.1% | -20.7% | +10.6% | -9.7% |
| YTD | -5.8% | +22.5% | -28.3% | -6.5% |
| 1Y | +3.1% | +29.5% | -26.4% | +2.2% |
| 3Y | +103.4% | +150.0% | -46.6% | +100.5% |
| 5Y | +125.5% | +248.6% | -123.0% | +123.2% |
| All | +219.3% | +556.5% | -337.3% | +217.6% |
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 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