+486.7%
GS vs CASY
+553.2%
-66.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -2.4% | +8.7% | -11.1% | -5.0% |
| 3M | -15.7% | -17.3% | +1.6% | -11.4% |
| 6M | -6.8% | -19.7% | +13.0% | -2.4% |
| YTD | -0.1% | +24.8% | -24.9% | -11.3% |
| 1Y | +12.1% | +31.9% | -19.8% | -2.8% |
| 3Y | +185.8% | +155.4% | +30.4% | +87.5% |
| 5Y | +140.1% | +250.6% | -110.5% | +35.7% |
| All | +486.7% | +553.2% | -66.5% | +180.5% |
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