+74,726.4%
FAST vs GD
+20,595.6%
+54,130.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.7% |
| 7D | +3.4% | +3.0% | +0.5% | +2.1% |
| 30D | +5.5% | +10.5% | -5.0% | +1.2% |
| 3M | +7.6% | -5.0% | +12.5% | +9.7% |
| 6M | +19.8% | +5.5% | +14.3% | +16.8% |
| YTD | +35.5% | +10.3% | +25.1% | +29.0% |
| 1Y | +31.6% | +8.2% | +23.5% | +26.4% |
| 3Y | +91.0% | +59.0% | +32.0% | +55.7% |
| 5Y | +105.1% | +104.3% | +0.8% | +50.4% |
| 10Y | +598.2% | +202.4% | +395.8% | +333.4% |
| All | +74,726.4% | +20,595.6% | +54,130.7% | +18,792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling