+574.2%
FAST vs GD
+192.5%
+381.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.7% |
| 7D | +0.7% | -3.9% | +4.6% | +2.8% |
| 30D | +4.6% | +8.1% | -3.4% | +0.1% |
| 3M | +6.4% | -6.8% | +13.1% | +10.3% |
| 6M | +20.6% | +3.0% | +17.6% | +17.9% |
| YTD | +34.7% | +7.8% | +26.9% | +27.4% |
| 1Y | +29.7% | +5.8% | +23.9% | +23.9% |
| 3Y | +89.9% | +55.3% | +34.6% | +43.4% |
| 5Y | +105.0% | +96.7% | +8.3% | +32.9% |
| All | +574.2% | +192.5% | +381.7% | +204.1% |
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