-40.1%
GLXY vs CASY
+56.3%
-96.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.2% |
| 7D | -14.6% | +1.1% | -15.7% | -14.4% |
| 30D | -36.2% | +8.7% | -44.9% | -35.7% |
| 3M | -30.1% | -17.3% | -12.8% | -31.0% |
| 6M | -56.1% | -19.7% | -36.4% | -55.1% |
| YTD | -38.9% | +24.8% | -63.7% | -41.5% |
| 1Y | -55.0% | +31.9% | -86.9% | -57.1% |
| All | -40.1% | +56.3% | -96.4% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling