+4,542.6%
GLW vs FAST
+71,032.6%
-66,490.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | -1.3% | -0.8% | -0.6% | -1.0% |
| 3M | -21.8% | +5.8% | -27.6% | -23.5% |
| 6M | +6.9% | +8.0% | -1.1% | +3.8% |
| YTD | +77.2% | +25.6% | +51.5% | +62.3% |
| 1Y | +123.2% | +0.8% | +122.4% | +120.5% |
| 3Y | +400.0% | +86.1% | +313.9% | +290.0% |
| 5Y | +342.8% | +100.2% | +242.6% | +234.0% |
| 10Y | +771.4% | +494.2% | +277.2% | +349.9% |
| All | +4,542.6% | +71,032.6% | -66,490.0% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling