+554.2%
GLW vs FAST
+546.1%
+8.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +15.5% | +5.0% | +10.5% | +12.7% |
| 30D | -19.6% | +8.6% | -28.1% | -23.0% |
| 3M | -28.5% | +6.9% | -35.4% | -31.1% |
| 6M | -39.5% | +29.6% | -69.1% | -47.5% |
| YTD | +37.2% | +41.4% | -4.2% | +12.6% |
| 1Y | +35.4% | +38.5% | -3.1% | +12.3% |
| 3Y | +359.7% | +98.7% | +260.9% | +199.6% |
| 5Y | +244.0% | +108.0% | +136.0% | +113.3% |
| All | +554.2% | +546.1% | +8.1% | +139.4% |
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