+3,012.0%
GLW vs CASY
+33,122.1%
-30,110.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.2% | -15.1% | -13.5% |
| 7D | -19.7% | +1.8% | -21.6% | -20.3% |
| 30D | -38.8% | +11.2% | -50.0% | -40.8% |
| 3M | -33.9% | -19.1% | -14.8% | -30.8% |
| 6M | -36.0% | -19.9% | -16.1% | -33.7% |
| YTD | +18.7% | +25.2% | -6.4% | +8.4% |
| 1Y | +19.8% | +31.6% | -11.8% | +7.5% |
| 3Y | +294.3% | +155.4% | +138.9% | +186.3% |
| 5Y | +205.7% | +251.5% | -45.8% | +99.7% |
| 10Y | +493.8% | +558.6% | -64.9% | +221.1% |
| All | +3,012.0% | +33,122.1% | -30,110.1% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling