+3,093.2%
GLW vs CASY
+33,031.0%
-29,937.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | +1.1% | -15.0% | -14.3% |
| 30D | -35.0% | +8.7% | -43.7% | -36.7% |
| 3M | -32.4% | -17.3% | -15.0% | -29.6% |
| 6M | -41.3% | -19.7% | -21.6% | -39.3% |
| YTD | +21.8% | +24.8% | -3.0% | +11.3% |
| 1Y | +21.8% | +31.9% | -10.1% | +9.3% |
| 3Y | +307.7% | +155.4% | +152.3% | +196.0% |
| 5Y | +213.7% | +250.6% | -36.9% | +105.0% |
| 10Y | +509.3% | +556.8% | -47.6% | +229.7% |
| All | +3,093.2% | +33,031.0% | -29,937.8% | +589.7% |
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 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