+185.7%
GS vs CASY
+276.6%
-90.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | -11.3% | +9.8% | +0.8% |
| 3M | -4.5% | -0.6% | -3.8% | -5.8% |
| 6M | +20.9% | +10.7% | +10.2% | +15.2% |
| YTD | +19.9% | +37.1% | -17.2% | +7.2% |
| 1Y | +41.4% | +52.3% | -10.9% | +22.1% |
| 3Y | +239.2% | +215.2% | +24.0% | +128.2% |
| All | +185.7% | +276.6% | -90.9% | +77.2% |
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