-55.2%
GLXY vs CASY
+32.1%
-87.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.4% | -18.4% | -16.8% |
| 7D | -26.8% | +0.8% | -27.6% | -26.7% |
| 30D | -38.3% | +9.4% | -47.7% | -37.9% |
| 3M | -36.9% | -20.6% | -16.3% | -38.2% |
| 6M | -52.1% | -20.7% | -31.4% | -50.2% |
| YTD | -37.5% | +22.5% | -60.0% | -44.8% |
| 1Y | -55.2% | +29.5% | -84.7% | -60.4% |
| All | -55.2% | +32.1% | -87.3% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling