+794.6%
IAU vs CASY
+4,670.7%
-3,876.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.8% |
| 30D | -0.9% | +8.7% | -9.6% | -0.8% |
| 3M | -4.4% | -17.3% | +12.9% | -4.5% |
| 6M | -13.5% | -19.7% | +6.2% | -13.6% |
| YTD | -5.9% | +24.8% | -30.7% | -5.7% |
| 1Y | +1.9% | +31.9% | -30.0% | +2.2% |
| 3Y | +104.1% | +155.4% | -51.3% | +106.8% |
| 5Y | +121.0% | +250.6% | -129.6% | +125.7% |
| 10Y | +204.1% | +556.8% | -352.8% | +216.0% |
| All | +794.6% | +4,670.7% | -3,876.1% | +890.8% |
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