-30.0%
GLXY vs CASY
+62.3%
-92.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.2% | +10.9% | +13.4% |
| 7D | +14.3% | +5.8% | +8.5% | +15.1% |
| 30D | -19.6% | +10.7% | -30.3% | -18.8% |
| 3M | -20.7% | -13.9% | -6.8% | -21.3% |
| 6M | -49.6% | -18.4% | -31.1% | -47.9% |
| YTD | -28.6% | +29.6% | -58.2% | -31.3% |
| 1Y | -48.0% | +32.8% | -80.9% | -50.2% |
| All | -30.0% | +62.3% | -92.3% | -29.4% |
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 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