+90.1%
FAST vs GAP
+114.4%
-24.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.4% | -4.5% | +4.1% | +0.1% |
| 30D | -0.8% | +9.0% | -9.8% | -1.8% |
| 3M | +5.8% | +5.0% | +0.8% | +5.0% |
| 6M | +8.0% | -17.8% | +25.8% | +9.5% |
| YTD | +25.6% | -10.4% | +36.0% | +26.5% |
| 1Y | +0.8% | -3.4% | +4.2% | +0.8% |
| All | +90.1% | +114.4% | -24.3% | +82.2% |
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