+32.8%
FAST vs GD
+5.1%
+27.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | -5.0% | +7.1% | +3.5% |
| 30D | +6.9% | +8.9% | -2.0% | +4.2% |
| 3M | +4.8% | -8.0% | +12.9% | +7.1% |
| 6M | +19.8% | +2.9% | +16.9% | +18.8% |
| YTD | +34.9% | +7.1% | +27.8% | +32.7% |
| 1Y | +32.8% | +5.9% | +26.9% | +31.1% |
| All | +32.8% | +5.1% | +27.7% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling