+575.3%
FAST vs GD
+190.6%
+384.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +2.1% | -5.0% | +7.1% | +4.9% |
| 30D | +6.9% | +8.9% | -2.0% | +1.8% |
| 3M | +4.8% | -8.0% | +12.9% | +9.5% |
| 6M | +19.8% | +2.9% | +16.9% | +17.2% |
| YTD | +34.9% | +7.1% | +27.8% | +28.1% |
| 1Y | +32.8% | +5.9% | +26.9% | +26.8% |
| 3Y | +93.7% | +53.9% | +39.9% | +47.1% |
| 5Y | +105.3% | +95.4% | +9.9% | +33.5% |
| All | +575.3% | +190.6% | +384.7% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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