+541.0%
FAST vs CG
+304.6%
+236.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +4.8% | +2.0% | +2.8% | +4.1% |
| 30D | +8.6% | +8.5% | +0.1% | +5.9% |
| 3M | +5.7% | -12.1% | +17.8% | +9.0% |
| 6M | +25.5% | -16.4% | +41.9% | +30.6% |
| YTD | +39.6% | -28.0% | +67.6% | +50.4% |
| 1Y | +35.5% | -18.9% | +54.4% | +40.8% |
| 3Y | +96.2% | +51.2% | +45.0% | +61.7% |
| 5Y | +110.2% | -15.9% | +126.1% | +99.7% |
| All | +541.0% | +304.6% | +236.4% | +284.5% |
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