+331.3%
GLW vs CASY
+156.4%
+174.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | -11.1% | +5.0% | -16.1% | -11.4% |
| 30D | -28.4% | +8.2% | -36.6% | -29.0% |
| 3M | -28.8% | -18.2% | -10.6% | -26.9% |
| 6M | -39.8% | -18.6% | -21.2% | -38.0% |
| YTD | +28.7% | +26.8% | +1.9% | +21.1% |
| 1Y | +27.7% | +31.6% | -3.9% | +19.1% |
| 3Y | +331.3% | +156.5% | +174.8% | +250.4% |
| All | +331.3% | +156.4% | +174.9% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling