+212.6%
GLW vs CASY
+250.1%
-37.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -35.0% | +8.7% | -43.7% | -36.0% |
| 3M | -32.4% | -17.3% | -15.0% | -30.2% |
| 6M | -41.3% | -19.7% | -21.6% | -39.4% |
| YTD | +21.8% | +24.8% | -3.0% | +12.6% |
| 1Y | +21.8% | +31.9% | -10.1% | +10.9% |
| 3Y | +307.7% | +155.4% | +152.3% | +203.0% |
| All | +212.6% | +250.1% | -37.5% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling