+488.8%
GS vs CASY
+555.0%
-66.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.5% | -7.0% |
| 7D | -6.3% | +1.8% | -8.2% | -6.9% |
| 30D | -3.1% | +11.2% | -14.3% | -6.4% |
| 3M | -17.7% | -19.1% | +1.4% | -12.8% |
| 6M | -4.6% | -19.9% | +15.4% | 0.0% |
| YTD | +0.3% | +25.2% | -24.9% | -11.0% |
| 1Y | +11.7% | +31.6% | -19.9% | -3.0% |
| 3Y | +183.6% | +155.4% | +28.2% | +86.1% |
| 5Y | +141.0% | +251.5% | -110.6% | +36.1% |
| All | +488.8% | +555.0% | -66.1% | +181.3% |
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