+307.7%
GLW vs CASY
+154.1%
+153.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -13.9% | +1.1% | -15.0% | -14.0% |
| 30D | -35.0% | +8.7% | -43.7% | -35.6% |
| 3M | -32.4% | -17.3% | -15.0% | -30.7% |
| 6M | -41.3% | -19.7% | -21.6% | -39.6% |
| YTD | +21.8% | +24.8% | -3.0% | +14.7% |
| 1Y | +21.8% | +31.9% | -10.1% | +13.4% |
| 3Y | +307.7% | +155.4% | +152.3% | +230.7% |
| All | +307.7% | +154.1% | +153.6% | +230.7% |
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