+533.3%
FAST vs CG
+278.5%
+254.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.9% |
| 7D | +4.2% | +0.2% | +4.0% | +4.0% |
| 30D | +6.7% | +11.2% | -4.5% | +3.4% |
| 3M | +8.0% | -22.1% | +30.1% | +15.2% |
| 6M | +27.4% | -17.9% | +45.3% | +33.3% |
| YTD | +40.5% | -31.3% | +71.8% | +53.3% |
| 1Y | +38.4% | -24.0% | +62.3% | +46.4% |
| 3Y | +98.7% | +45.0% | +53.7% | +65.6% |
| 5Y | +106.7% | -22.6% | +129.3% | +101.2% |
| All | +533.3% | +278.5% | +254.9% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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