+526.0%
GLW vs FAST
+541.9%
-15.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | +7.7% | +4.2% | +3.6% | +5.6% |
| 30D | -18.8% | +6.7% | -25.5% | -21.5% |
| 3M | -27.7% | +8.0% | -35.8% | -30.8% |
| 6M | -44.4% | +27.4% | -71.9% | -51.4% |
| YTD | +31.3% | +40.5% | -9.2% | +8.1% |
| 1Y | +40.0% | +38.4% | +1.7% | +16.2% |
| 3Y | +339.2% | +98.7% | +240.6% | +186.3% |
| 5Y | +229.2% | +106.7% | +122.5% | +104.8% |
| All | +526.0% | +541.9% | -15.9% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling