+499.9%
FAST vs GD
+190.3%
+309.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.7% |
| 7D | -0.4% | -5.3% | +4.9% | +2.7% |
| 30D | -0.8% | -6.4% | +5.6% | +2.9% |
| 3M | +5.8% | +5.7% | 0.0% | +2.2% |
| 6M | +8.0% | -0.9% | +8.9% | +7.7% |
| YTD | +25.6% | +8.2% | +17.5% | +18.9% |
| 1Y | +0.8% | +13.4% | -12.6% | -7.4% |
| 3Y | +86.1% | +68.5% | +17.6% | +33.3% |
| 5Y | +100.2% | +97.2% | +3.1% | +29.3% |
| All | +499.9% | +190.3% | +309.5% | +161.7% |
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