+297.3%
GLW vs FAST
+91.5%
+205.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -12.7% |
| 7D | -19.7% | +0.7% | -20.4% | -19.9% |
| 30D | -38.8% | +4.6% | -43.4% | -39.7% |
| 3M | -33.9% | +6.4% | -40.2% | -35.2% |
| 6M | -36.0% | +20.6% | -56.6% | -39.9% |
| YTD | +18.7% | +34.7% | -15.9% | +7.3% |
| 1Y | +19.8% | +29.7% | -9.9% | +9.4% |
| All | +297.3% | +91.5% | +205.8% | +210.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling