+2,064.0%
GS vs CASY
+6,669.3%
-4,605.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | -11.3% | +9.8% | +2.4% |
| 3M | -4.5% | -0.6% | -3.8% | -6.2% |
| 6M | +20.9% | +10.7% | +10.2% | +13.9% |
| YTD | +19.9% | +37.1% | -17.2% | +4.4% |
| 1Y | +41.4% | +52.3% | -10.9% | +18.1% |
| 3Y | +239.2% | +215.2% | +24.0% | +112.2% |
| 5Y | +185.0% | +276.5% | -91.4% | +64.6% |
| 10Y | +655.0% | +508.4% | +146.6% | +253.5% |
| All | +2,064.0% | +6,669.3% | -4,605.2% | +265.6% |
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