+4,542.6%
GLW vs CASY
+36,294.0%
-31,751.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -1.3% | -11.3% | +10.0% | +1.9% |
| 3M | -21.8% | -0.6% | -21.2% | -23.1% |
| 6M | +6.9% | +10.7% | -3.8% | +2.3% |
| YTD | +77.2% | +37.1% | +40.0% | +59.5% |
| 1Y | +123.2% | +52.3% | +70.9% | +94.2% |
| 3Y | +400.0% | +215.2% | +184.8% | +245.0% |
| 5Y | +342.8% | +276.5% | +66.3% | +186.9% |
| 10Y | +771.4% | +508.4% | +263.0% | +385.2% |
| All | +4,542.6% | +36,294.0% | -31,751.4% | +888.1% |
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