+562.0%
GLW vs CASY
+565.2%
-3.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.7% |
| 7D | +1.4% | +5.8% | -4.4% | -0.4% |
| 30D | -18.2% | +10.7% | -28.9% | -21.2% |
| 3M | -24.2% | -13.9% | -10.3% | -21.2% |
| 6M | -41.7% | -18.4% | -23.3% | -39.3% |
| YTD | +38.3% | +29.6% | +8.7% | +20.5% |
| 1Y | +38.2% | +32.8% | +5.4% | +18.9% |
| 3Y | +363.4% | +162.3% | +201.1% | +189.4% |
| 5Y | +254.6% | +265.0% | -10.5% | +84.7% |
| 10Y | +562.0% | +555.4% | +6.6% | +173.0% |
| All | +562.0% | +565.2% | -3.2% | +173.0% |
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