+123.2%
GLW vs CASY
+51.2%
+72.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -1.3% | -11.3% | +10.0% | -0.5% |
| 3M | -21.8% | -0.6% | -21.2% | -23.4% |
| 6M | +6.9% | +10.7% | -3.8% | +1.7% |
| YTD | +77.2% | +37.1% | +40.0% | +71.4% |
| 1Y | +123.2% | +52.3% | +70.9% | +116.6% |
| All | +123.2% | +51.2% | +72.0% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling