+40.0%
GLW vs FAST
+38.3%
+1.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | +7.7% | +4.2% | +3.6% | +6.2% |
| 30D | -18.8% | +6.7% | -25.5% | -20.7% |
| 3M | -27.7% | +8.0% | -35.8% | -29.8% |
| 6M | -44.4% | +27.4% | -71.9% | -49.2% |
| YTD | +31.3% | +40.5% | -9.2% | +15.1% |
| 1Y | +40.0% | +38.4% | +1.7% | +23.7% |
| All | +40.0% | +38.3% | +1.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling