+562.0%
GLW vs FAST
+541.5%
+20.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +6.8% |
| 7D | +1.4% | +4.3% | -2.9% | -0.6% |
| 30D | -18.2% | +8.3% | -26.5% | -21.6% |
| 3M | -24.2% | +6.5% | -30.7% | -26.8% |
| 6M | -41.7% | +29.5% | -71.2% | -49.4% |
| YTD | +38.3% | +41.3% | -3.0% | +13.6% |
| 1Y | +38.2% | +37.4% | +0.8% | +15.1% |
| 3Y | +363.4% | +98.5% | +264.9% | +202.3% |
| 5Y | +254.6% | +111.1% | +143.5% | +117.8% |
| 10Y | +562.0% | +548.6% | +13.4% | +140.5% |
| All | +562.0% | +541.5% | +20.5% | +140.5% |
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