+521.8%
GLW vs FAST
+545.6%
-23.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -11.1% | +4.8% | -15.9% | -13.2% |
| 30D | -28.4% | +8.6% | -37.0% | -31.6% |
| 3M | -28.8% | +5.7% | -34.5% | -31.0% |
| 6M | -39.8% | +25.5% | -65.3% | -47.0% |
| YTD | +28.7% | +39.6% | -10.9% | +6.4% |
| 1Y | +27.7% | +35.5% | -7.8% | +7.1% |
| 3Y | +331.3% | +96.2% | +235.1% | +183.1% |
| 5Y | +233.4% | +110.2% | +123.2% | +105.2% |
| 10Y | +521.8% | +531.8% | -10.1% | +132.3% |
| All | +521.8% | +545.6% | -23.9% | +132.3% |
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