+123.2%
GLW vs FAST
+2.3%
+120.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | -1.3% | -0.8% | -0.6% | -1.0% |
| 3M | -21.8% | +5.8% | -27.6% | -23.0% |
| 6M | +6.9% | +8.0% | -1.1% | +3.5% |
| YTD | +77.2% | +25.6% | +51.5% | +69.1% |
| 1Y | +123.2% | +0.8% | +122.4% | +112.1% |
| All | +123.2% | +2.3% | +120.9% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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