+493.9%
GLW vs FAST
+586.8%
-92.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -13.9% | +2.1% | -16.0% | -14.9% |
| 30D | -35.0% | +6.9% | -41.9% | -37.4% |
| 3M | -32.4% | +4.8% | -37.2% | -34.2% |
| 6M | -41.3% | +19.8% | -61.1% | -47.0% |
| YTD | +21.8% | +34.9% | -13.0% | +2.6% |
| 1Y | +21.8% | +32.8% | -10.9% | +3.4% |
| 3Y | +307.7% | +93.7% | +213.9% | +169.9% |
| 5Y | +213.7% | +105.3% | +108.4% | +96.1% |
| All | +493.9% | +586.8% | -92.9% | +133.7% |
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