+93.7%
FAST vs GAP
+67.6%
+26.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | +2.1% | -3.8% | +5.8% | +2.4% |
| 30D | +6.9% | -9.0% | +15.9% | +7.8% |
| 3M | +4.8% | +5.5% | -0.6% | +3.9% |
| 6M | +19.8% | -11.1% | +30.9% | +20.5% |
| YTD | +34.9% | -13.6% | +48.5% | +36.1% |
| 1Y | +32.8% | -2.9% | +35.6% | +32.6% |
| 3Y | +93.7% | +69.6% | +24.1% | +89.7% |
| All | +93.7% | +67.6% | +26.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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